Binary quantile regression and variable selection: a new approach

DOI10.1080/07474938.2017.1417701MaRDI QIDQ5860953zbMATH OpenOpenAlexFDO

Authors Katerina Aristodemou, Jian He, Keming Yu

Publication date 4 March 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL http://bura.brunel.ac.uk/handle/2438/17162

zbMATH Keywords

adaptive Lassobinary regressioniteratively reweighted least squaresquantile regressionsmoothed maximum score estimatorvariable selectionwork trip mode choice

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to economics (62P20)

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Cites work

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• Exact computation of max weighted score estimators
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• Geoadditive expectile regression
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• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian Lasso
• Variable selection in quantile regression

Cited in

(9)

• A discrete density approach to Bayesian quantile and expectile regression with discrete responses
• A new model selection procedure based on dynamic quantile regression
• Credit evaluation of listed company via binary quantile regression approach
• Bayesian variable selection in binary quantile regression
• Quantile regression for binary performance indicators
• scientific article; zbMATH DE number 788272 (Why is no real title available?)
• Smoothed quantile regression processes for binary response models
• Performance evaluation of nursing homes using finite mixtures of logistic models and M-quantile regression for binary data
• Bayesian variable selection and estimation in binary quantile regression using global-local shrinkage priors

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