Pages that link to "Item:Q4975344"
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The following pages link to Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344):
Displayed 49 items.
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- Hypothesis testing of varying coefficients for regional quantiles (Q830106) (← links)
- Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
- A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- Estimation and clustering for partially heterogeneous single index model (Q2062400) (← links)
- Parametric modeling of quantile regression coefficient functions with count data (Q2066707) (← links)
- Inference in functional linear quantile regression (Q2140865) (← links)
- Function-on-function partial quantile regression (Q2163503) (← links)
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses (Q2189749) (← links)
- Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656) (← links)
- Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines (Q2209869) (← links)
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models (Q2274941) (← links)
- Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)
- Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
- On the predictive risk in misspecified quantile regression (Q2330755) (← links)
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
- Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection (Q2979579) (← links)
- Estimation and variable selection in single-index composite quantile regression (Q4607357) (← links)
- A penalized approach to covariate selection through quantile regression coefficient models (Q4971512) (← links)
- Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data (Q4999156) (← links)
- Adaptive elastic-net selection in a quantile model with diverging number of variable groups (Q4999858) (← links)
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data (Q5037835) (← links)
- (Q5037983) (← links)
- Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates (Q5079906) (← links)
- FUNCTION-ON-FUNCTION LINEAR QUANTILE REGRESSION (Q5083712) (← links)
- Shrinkage estimation for identification of linear components in composite quantile additive models (Q5083888) (← links)
- Variable screening for ultrahigh dimensional censored quantile regression (Q5107331) (← links)
- Functional Censored Quantile Regression (Q5130633) (← links)
- A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
- (Q5149019) (← links)
- FUNCTIONAL ADDITIVE QUANTILE REGRESSION (Q5155190) (← links)
- Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression (Q5881979) (← links)
- Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)
- Data Integration in High Dimension With Multiple Quantiles (Q6039864) (← links)
- Forward variable selection for ultra-high dimensional quantile regression models (Q6046050) (← links)
- Tensor Response Quantile Regression with Neuroimaging Data (Q6079679) (← links)
- One-step sparse estimates in the reverse penalty for high-dimensional correlated data (Q6099504) (← links)
- Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (Q6113515) (← links)
- Model averaging for support vector classifier by cross-validation (Q6117027) (← links)
- Forward selection for feature screening and structure identification in varying coefficient models (Q6133729) (← links)