Variable selection in high-dimensional partially linear additive models for composite quantile regression

DOI10.1016/j.csda.2013.03.017zbMath1471.62081OpenAlexW2003571586MaRDI QIDQ1800107

Jie Guo, Kai Zhu, Mao-Zai Tian, Man-Lai Tang

Publication date: 19 October 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.2013.03.017

zbMATH Keywords

spline approximationvariable selectionhigh-dimensioncomposite quantile regressionadaptive Lassosemiparametric additive partial linear model

Mathematics Subject Classification ID

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

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