Interquantile shrinkage in additive models

DOI10.1080/10485252.2017.1339305MaRDI QIDQ4600182zbMATH OpenOpenAlexFDO

Authors Zengyan Fan, Heng Lian

Publication date 5 January 2018

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2017.1339305

zbMATH Keywords

additive modelsquantile regressionfused adaptive group Lassointer-quantile shrinkage

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(6)

• Interquantile shrinkage and variable selection for longitudinal data in regression models
• Interquantile shrinkage and variable selection in quantile regression
• Interquantile shrinkage in spatial additive autoregressive models
• Pursuing Homogeneity and Sparsity in Simultaneous Quantile Regression
• Interquantile shrinkage in general spatial quantile autoregressive regression models
• Shrinkage estimation for identification of linear components in composite quantile additive models

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