High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization
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(41)- Estimation for time-varying coefficient smoothed quantile regression
- Integrative analysis of high-dimensional quantile regression with contrasted penalization
- Scalable estimation and inference for censored quantile regression process
- Smoothed least absolute deviation estimation methods
- A Unified Algorithm for Penalized Convolution Smoothed Quantile Regression
- Statistical inference for smoothed quantile regression with streaming data
- Sequential quantile regression for stream data by least squares
- Fast inference for quantile regression with tens of millions of observations
- Feature-splitting algorithms for ultrahigh dimensional quantile regression
- Sparse Convoluted Rank Regression in High Dimensions
- Smoothed quantile regression for partially functional linear models in high dimensions
- Transfer learning for high-dimensional quantile regression via convolution smoothing
- Computationally efficient and statistically optimal robust high-dimensional linear regression
- Simplex quantile regression without crossing
- Distributed estimation and inference for semiparametric binary response models
- A simple approach to simultaneous quantile regression under partial homogeneity constraints
- Nonparametric Quantile Regression and Uniform Inference with Unknown Error Distribution
- A review of recent advances in high-dimensional quantile regression
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
- Semi-supervised inference for the high-dimensional quantile regression
- fastkqr: A Fast Algorithm for Kernel Quantile Regression
- Communication-efficient and distributed-oracle estimation for high-dimensional quantile regression
- Smoothed quantile regression for functional partially linear model with ultrahigh-dimensions and censored responses
- A unified and efficient proximal gradient descent algorithm for penalized convoluted support vector machines
- Introducing HYBRID and ENSEMBLE: novel nonconvex penalization strategies for robust variable selection under missing data
- Adaptive elastic net penalized high-dimensional quantile regression models with generalized coordinate descent algorithm
- High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms
- Asymptotically-exact selective inference for quantile regression
- Transfer learning for high-dimensional data with heavy-tailed noise: a sparse convoluted rank regression method
- Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
- Statistical Inference for High-Dimensional Convoluted Rank Regression
- Linear hypothesis testing in high-dimensional expected shortfall regression with heavy-tailed errors
- An efficient hybrid approach of quantile and expectile regression
- High-dimensional convolution-smoothed quantile linear models for Hilbert manifold covariates
- PDE-regularised spatial quantile regression
- Smoothed least absolute deviation estimation in functional linear model
- Two-metric variable scaled splitting algorithm for nonsmooth nonconvex sparsity-penalized quantile regression
- Smooth and shape-constrained quantile distributed lag models
- High-Dimensional Expected Shortfall Regression
- Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks
- Composite smoothed quantile regression
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