Screen then select: a strategy for correlated predictors in high-dimensional quantile regression (Q6570338)
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scientific article; zbMATH DE number 7879275
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| English | Screen then select: a strategy for correlated predictors in high-dimensional quantile regression |
scientific article; zbMATH DE number 7879275 |
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Screen then select: a strategy for correlated predictors in high-dimensional quantile regression (English)
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10 July 2024
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correlation
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feature screening
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likelihood-based criterion
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quantile ridge regression
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variable selection
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0.8156989812850952
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0.8084947466850281
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0.7930193543434143
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0.7907140254974365
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