Elastic net penalized quantile regression model
From MaRDI portal
Publication:2020507
DOI10.1016/J.CAM.2021.113462zbMath1464.62263OpenAlexW3127771133MaRDI QIDQ2020507
Publication date: 23 April 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2021.113462
Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical aspects of big data and data science (62R07)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- A unified approach to model selection and sparse recovery using regularized least squares
- The Adaptive Lasso and Its Oracle Properties
- Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
- Regularization in statistics
- Robust and sparse estimators for linear regression models
- Conjugate priors and variable selection for Bayesian quantile regression
- Bayesian Lasso binary quantile regression
- Adaptive fused LASSO in grouped quantile regression
- Simultaneous analysis of Lasso and Dantzig selector
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Adaptive robust variable selection
- Strong oracle optimality of folded concave penalized estimation
- Adaptive group Lasso selection in quantile models
- Regression Quantiles
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A Statistical View of Some Chemometrics Regression Tools
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Bayesian adaptive Lasso quantile regression
- Adaptive elastic net-penalized quantile regression for variable selection
- Variable selection in quantile regression via Gibbs sampling
- Regularization and Variable Selection Via the Elastic Net
This page was built for publication: Elastic net penalized quantile regression model