Model Selection via Bayesian Information Criterion for Quantile Regression Models
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Cites work
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- A strongly consistent information criterion for linear model selection based on \(M\)-estimation
- Asymptotic properties of criteria for selection of variables in multiple regression
- Bivariate tensor-product B-splines in a partly linear model
- Conditional growth charts. (With discussion and rejoinder)
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- Global optimality of nonconvex penalized estimators
- Identification of Non-Linear Additive Autoregressive Models
- Least angle regression. (With discussion)
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric Estimation of an Additive Quantile Regression Model
- On spline estimators and prediction intervals in nonparametric regression.
- One-step sparse estimates in nonconcave penalized likelihood models
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile regression with varying coefficients
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Regularization parameter selections via generalized information criterion
- Shrinkage estimation of the varying coefficient model
- Shrinkage tuning parameter selection with a diverging number of parameters
- SparseNet: coordinate descent with nonconvex penalties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- User-friendly tail bounds for sums of random matrices
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection of varying coefficient models in quantile regression
Cited in
(only showing first 100 items - show all)- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
- Subgroup analysis in the heterogeneous Cox model
- Exploration of heterogeneous treatment effects via concave fusion
- Estimation and Inference for Multi-Kink Quantile Regression
- Variable selection for nonparametric quantile regression via measurement error model
- Partially linear additive quantile regression in ultra-high dimension
- Shrinkage estimation for identification of linear components in composite quantile additive models
- Subset selection in quantile regression analysis via alternative Bayesian information criteria and heuristic optimization
- Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates
- Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
- One-step sparse estimates in the reverse penalty for high-dimensional correlated data
- Variable screening for ultrahigh dimensional censored quantile regression
- High-dimensional model averaging for quantile regression
- Fusion penalized subgroup analysis for right censored data based on Cox model with local approximation
- A systematic review on model selection in high-dimensional regression
- Forward variable selection for ultra-high dimensional quantile regression models
- Hypothesis testing of varying coefficients for regional quantiles
- Quantile regression models with factor‐augmented predictors and information criterion
- Feature-splitting algorithms for ultrahigh dimensional quantile regression
- Local linear smoothing for sparse high dimensional varying coefficient models
- Estimation and variable selection in single-index composite quantile regression
- Group sparse structural smoothing recovery: model, statistical properties and algorithm
- Screen then select: a strategy for correlated predictors in high-dimensional quantile regression
- Weak consistency of modified versions of Bayesian information criterion in a sparse linear regression
- PanIC: consistent information criteria for general model selection problems
- A multi-kink quantile regression model with common structure for panel data analysis
- Model selection based on KL divergence with censoring indicators missing at random
- Parametric modeling of quantile regression coefficient functions with longitudinal data
- Efficient information-based criteria for model selection in quantile regression
- Performance of Variable Selection Methods in Regression Using Variations of the Bayesian Information Criterion
- Function-on-function partial quantile regression
- Tensor decomposition-assisted multiview subgroup analysis
- Functional censored quantile regression
- Penalized function-on-function linear quantile regression
- Data Integration in High Dimension With Multiple Quantiles
- Variational Bayesian tensor quantile regression
- Wild bootstrap inference for penalized quantile regression for longitudinal data
- A tuning-free robust and efficient approach to high-dimensional regression
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models
- Nonparametric screening for additive quantile regression in ultra-high dimension
- Robust \(\ell_{2,0}\)-penalized rank regression for high-dimensional group selection
- scientific article; zbMATH DE number 7306908 (Why is no real title available?)
- Adaptively weighted group Lasso for semiparametric quantile regression models
- Adaptive elastic-net selection in a quantile model with diverging number of variable groups
- Forward selection for feature screening and structure identification in varying coefficient models
- Variable selection with group structure in competing risks quantile regression
- scientific article; zbMATH DE number 7594588 (Why is no real title available?)
- Wilcoxon-type generalized Bayesian information criterion
- Robust integrative analysis via quantile regression with homogeneity and sparsity
- An efficient model-free approach to interaction screening for high dimensional data
- Identifying important gene signatures of BMI using network structure-aided nonparametric quantile regression
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
- A model-based multithreshold method for subgroup identification
- A new model selection procedure based on dynamic quantile regression
- Locating multiple interacting quantitative trait loci using robust model selection
- Penalized regression with multiple loss functions and variable selection by voting
- Variable selection and parameter estimation with the Atan regularization method
- Selection of tuning parameters in bridge regression models via Bayesian information criterion
- Locally Stationary Quantile Regression for Inflation and Interest Rates
- Efficient functional Lasso kernel smoothing for high-dimensional additive regression
- Rank-based sequential feature selection for high-dimensional accelerated failure time models with main and interaction effects
- Communication-efficient and distributed-oracle estimation for high-dimensional quantile regression
- Screening and selection for quantile regression using an alternative measure of variable importance
- Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression
- Measuring the uncertainty for shrinkage model selection in quantile regression models
- Pursuing Homogeneity and Sparsity in Simultaneous Quantile Regression
- Interaction screening in high-dimensional multi-response regression via projected distance correlation
- Tensor Response Quantile Regression with Neuroimaging Data
- Mid-quantile mixed graphical models with an application to mass public shootings in the U.S.
- Model selection in high-dimensional quantile regression with seamless L₀ penalty
- Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection
- Quantile-based portfolios: post-model-selection estimation with alternative specifications
- Sparse quantile regression via _0-penalty
- High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms
- Subgroup detection in the heterogeneous deep Cox model
- FUNCTIONAL ADDITIVE QUANTILE REGRESSION
- Bayesian information criterion approximations to Bayes factors for univariate and multivariate logistic regression models
- A penalized approach to covariate selection through quantile regression coefficient models
- Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data
- Sequential thresholded quantile estimator for sparse regression
- Penalized kernel quantile regression for varying coefficient models
- Estimation and clustering for partially heterogeneous single index model
- Variable selection and estimation for high dimensional partially linear varying coefficient models with missing data and measurement errors based on quantile regression
- Quantile forward regression for high-dimensional survival data
- Model-averaging-based semiparametric modeling for conditional quantile prediction
- Subgroup detection in the heterogeneous partially linear additive Cox model
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models
- Parametric modeling of quantile regression coefficient functions with count data
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios
- On the predictive risk in misspecified quantile regression
- Function-on-function linear quantile regression
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
- Inference in functional linear quantile regression
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
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