A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
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Cites work
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- Asymptotic Theory of Overparameterized Structural Models
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Efficient estimation for semivarying-coefficient models
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Estimation and variable selection for generalized additive partial linear models
- Functional-Coefficient Autoregressive Models
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
- Local Linear Quantile Regression
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- On a Principal Varying Coefficient Model
- Optimal selection of reduced rank estimators of high-dimensional matrices
- Quantile regression in partially linear varying coefficient models
- Quantile regression with varying coefficients
- Reduced rank stochastic regression with a sparse singular value decomposition
- Reduced rank regression via adaptive nuclear norm penalization
- Regression Quantiles
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Shrinkage estimation of the varying coefficient model
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Statistical estimation in varying coefficient models
- Statistical methods with varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection for high-dimensional generalized varying-coefficient models
- Variable selection in high-dimensional quantile varying coefficient models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in quantile varying coefficient models with longitudinal data
- Variable selection of the quantile varying coefficient regression models
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(9)- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
- Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
- Principal single-index varying-coefficient models for dimension reduction in quantile regression
- Quantile index coefficient model with variable selection
- Rank reducible varying coefficient model
- Principal varying coefficient estimator for high-dimensional models
- High-dimensional quantile varying-coefficient models with dimension reduction
- A robust varying coefficient approach to fuzzy multiple regression model
- Markov switching quantile regression models with time-varying transition probabilities
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