Regularized simultaneous model selection in multiple quantiles regression
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Publication:1023905
DOI10.1016/J.CSDA.2008.05.013zbMATH Open1452.62301OpenAlexW2165161097MaRDI QIDQ1023905FDOQ1023905
Publication date: 16 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2008.05.013
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- On multivariate quantile regression
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)
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- Quantile Regression in Reproducing Kernel Hilbert Spaces
- GACV for quantile smoothing splines
- The \(F_{\infty}\)-norm support vector machine
- Variable selection for multicategory SVM via adaptive sup-norm regularization
Cited In (35)
- Heteroscedasticity identification and variable selection via multiple quantile regression
- Model selection for high-dimensional quadratic regression via regularization
- Simultaneous estimation for non-crossing multiple quantile regression with right censored data
- Simultaneous cancer classification and gene selection with Bayesian nearest neighbor method: an integrated approach
- Interquantile shrinkage and variable selection in quantile regression
- Learning Multiple Quantiles With Neural Networks
- Hierarchically penalized quantile regression with multiple responses
- Data Integration in High Dimension With Multiple Quantiles
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- Jackknife model averaging for composite quantile regression
- Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty
- Degrees of freedom for off-the-grid sparse estimation
- Adaptive sup-norm regularized simultaneous multiple quantiles regression
- Multiple Quantile Modelling via Reduced Rank Regression
- Robust sufficient dimension reduction via ball covariance
- An efficient algorithm for structured sparse quantile regression
- Model selection in binary and Tobit quantile regression using the Gibbs sampler
- P-splines quantile regression estimation in varying coefficient models
- A new model selection procedure based on dynamic quantile regression
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
- Bayesian binary kernel probit model for microarray based cancer classification and gene selection
- Censored quantile regression processes under dependence and penalization
- Excess optimism: how biased is the apparent error of an estimator tuned by SURE?
- Penalized regression across multiple quantiles under random censoring
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Simultaneous estimation of multiple conditional regression quantiles
- Segmented model selection in quantile regression using the minimum description length principle
- Regional quantile regression for multiple responses
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
- Variable selection for non-parametric quantile regression via smoothing spline analysis of variance
- Boosting as a kernel-based method
- Partially linear additive quantile regression in ultra-high dimension
- Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks
- Efficient Sparse Estimate of Sufficient Dimension Reduction in High Dimension
- Optimal expectile smoothing
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