Group identification and variable selection in quantile regression

DOI10.1155/2019/8504174MaRDI QIDQ2272869zbMATH OpenOpenAlexWikidataFDO

Authors Basim Shlaibah Msallam, Ali Alkenani

Publication date 17 September 2019

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2019/8504174

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 1131925 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A comparative study for robust canonical correlation methods
• Model Selection and Estimation in Regression with Grouped Variables
• Nearly unbiased variable selection under minimax concave penalty
• On the adaptive elastic net with a diverging number of parameters
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Quantile regression for longitudinal data
• Regression Quantiles
• Regularization and Variable Selection Via the Elastic Net
• Sparsity and Smoothness Via the Fused Lasso
• The Adaptive Lasso and Its Oracle Properties
• The structured elastic net for quantile regression and support vector classification
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in quantile regression
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models

Cited in

(3)

• Robust group identification and variable selection in regression
• Hierarchically penalized quantile regression
• Quantile regression with group Lasso for classification

Describes a project that uses

Uses Software

• QICD

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