Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286)
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scientific article; zbMATH DE number 6818214
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| English | Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression |
scientific article; zbMATH DE number 6818214 |
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Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (English)
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13 December 2017
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high dimensionality
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model selection
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oracle property
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SCAD
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varying coefficient model
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weighted composite quantile regression
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0.94165856
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0.9228822
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0.91901165
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0.9122982
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0.9099944
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0.90806955
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0.90799785
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0.9079423
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0.90438217
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