Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
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Publication:1685286
DOI10.1007/S00362-015-0736-5zbMATH Open1393.62015OpenAlexW2202644012MaRDI QIDQ1685286FDOQ1685286
Publication date: 13 December 2017
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-015-0736-5
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model selectionSCADhigh dimensionalityoracle propertyvarying coefficient modelweighted composite quantile regression
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)
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Cited In (9)
- Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function
- Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
- Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Modified adaptive group lasso for high-dimensional varying coefficient models
- Estimation and variable selection for generalized functional partially varying coefficient hybrid models
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Regression estimation via information-weighted composite models with different dimensions
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