Regularization and model selection for quantile varying coefficient model with categorical effect modifiers

DOI10.1016/J.CSDA.2014.05.003zbMATH Open1506.62211OpenAlexW2037181844MaRDI QIDQ1623652FDOQ1623652

Authors: Weihua Zhao, Riquan Zhang, Jicai Liu 

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.05.003

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• Regularization and model selection with categorial effect modifiers
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• Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection

zbMATH Keywords

variable selectionquantile regressionvarying coefficient modelfused Lassocategorical effect modifiers

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Cites Work

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Cited In (4)

• Modelling heterogeneity: on the problem of group comparisons with logistic regression and the potential of the heterogeneous choice model
• Regularization and model selection with categorial effect modifiers
• Adaptive fused LASSO in grouped quantile regression
• Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection

Uses Software

• CasANOVA

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