Interquantile shrinkage and variable selection for longitudinal data in regression models

DOI10.1007/S11425-023-2342-0MaRDI QIDQ6961897zbMATH OpenFDO

Authors Chuang Wan, Wei Zhong, Chenjing Li, Xin-Yuan Song

Publication date 10 July 2025

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11425-023-2342-0

zbMATH Keywords

fused penaltyGEEinterquantile shrinkagelongitudinal datasparsity

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(1)

• Unified inference for quantile varying coefficient models with longitudinal/functional data

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