Hierarchically penalized quantile regression with multiple responses

DOI10.1016/J.JKSS.2018.05.004MaRDI QIDQ1622121zbMATH OpenOpenAlexFDO

Authors Jongkyeong Kang, Seung Jun Shin, Jaeshin Park, Sungwan Bang

Publication date 12 November 2018

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2018.05.004

zbMATH Keywords

hierarchical penaltymultivariate responseoracle propertyquantile regressionregularizationvariable selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Adaptive sup-norm regularized simultaneous multiple quantiles regression
• Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
• Better Subset Regression Using the Nonnegative Garrote
• Hierarchically penalized Cox regression with grouped variables
• Hierarchically penalized quantile regression
• Nearly unbiased variable selection under minimax concave penalty
• Quantile regression.
• Regression Quantiles
• Regularized simultaneous model selection in multiple quantiles regression
• Variable selection in quantile regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(9)

• Interquantile shrinkage and variable selection in quantile regression
• Structured variable selection via prior-induced hierarchical penalty functions
• Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty
• Double penalized quantile regression for the linear mixed effects model
• Dantzig-type penalization for multiple quantile regression with high dimensional covariates
• Hierarchically penalized quantile regression
• Regional quantile regression for multiple responses
• A comparative analysis of implementing adaptive Lasso penalty in hierarchical data: quantile versus mean regression
• Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping

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