Regularized simultaneous model selection in multiple quantiles regression
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Cites work
- scientific article; zbMATH DE number 1086070 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Bivariate Quantile Smoothing Splines
- GACV for quantile smoothing splines
- Model Selection and Estimation in Regression with Grouped Variables
- On the degrees of freedom in shape-restricted regression.
- Quantile Regression in Reproducing Kernel Hilbert Spaces
- Quantile regression for longitudinal data
- Quantile regression.
- Quantile smoothing splines
- Reappraising Medfly Longevity
- Regression Quantiles
- The \(F_{\infty}\)-norm support vector machine
- The elements of statistical learning. Data mining, inference, and prediction
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for multicategory SVM via adaptive sup-norm regularization
Cited in
(35)- Efficient Sparse Estimate of Sufficient Dimension Reduction in High Dimension
- Model selection for high-dimensional quadratic regression via regularization
- Heteroscedasticity identification and variable selection via multiple quantile regression
- Simultaneous cancer classification and gene selection with Bayesian nearest neighbor method: an integrated approach
- Simultaneous estimation for non-crossing multiple quantile regression with right censored data
- Interquantile shrinkage and variable selection in quantile regression
- Hierarchically penalized quantile regression with multiple responses
- Learning Multiple Quantiles With Neural Networks
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- Data Integration in High Dimension With Multiple Quantiles
- Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty
- Degrees of freedom for off-the-grid sparse estimation
- Jackknife model averaging for composite quantile regression
- 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
- Penalized regression across multiple quantiles under random censoring
- Excess optimism: how biased is the apparent error of an estimator tuned by SURE?
- 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
- Optimal expectile smoothing
- Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks
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