Measuring the uncertainty for shrinkage model selection in quantile regression models
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Cites work
- A new look at the statistical model identification
- Adaptive elastic net-penalized quantile regression for variable selection
- Adaptive penalized quantile regression for high dimensional data
- Asymptotic analysis of high-dimensional LAD regression with Lasso smoother
- Bootstrap procedures under some non-i.i.d. models
- Confidence sets for model selection by F -testing
- Estimating the dimension of a model
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Jackknife, bootstrap and other resampling methods in regression analysis
- Measures of Uncertainty for Shrinkage Model Selection
- Model confidence bounds for variable selection
- Model selection confidence sets by likelihood ratio testing
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Nearly unbiased variable selection under minimax concave penalty
- On M-processes and M-estimation
- Regression Quantiles
- Simple measures of uncertainty for model selection
- The Model Confidence Set
- Variable selection in quantile regression
- Variable selection in quantile regression when the models have autoregressive errors
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Wild bootstrap for quantile regression
- Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors
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