Composite quantile regression for ultra-high dimensional semiparametric model averaging

DOI10.1016/J.CSDA.2021.107231OpenAlexW3152201663MaRDI QIDQ2242007FDOQ2242007

Jing Lv, Chaohui Guo, Jibo Wu

Publication date: 9 November 2021

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

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107231

Recommendations

• High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms
• Single-index composite quantile regression for ultra-high-dimensional data
• Composite quantile regression for massive datasets
• Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
• Semiparametric hierarchical composite quantile regression
• Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
• Quantile regression for compositional covariates
• Semiparametric quantile regression with high-dimensional covariates
• Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration
• Composite quantile regression for linear errors-in-variables models

zbMATH Keywords

robustnesspenalized estimationmodel averagingcomposite quantile regressionsure independence screeningultra-high dimensionality

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• High-dimensional additive modeling
• Sure independence screening in generalized linear models with NP-dimensionality
• Model-Free Feature Screening for Ultrahigh-Dimensional Data
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Least-squares forecast averaging
• Title not available (Why is that?)
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• A practical guide to splines.
• Shrinkage tuning parameter selection with a diverging number of parameters
• Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
• Nonconcave penalized likelihood with a diverging number of parameters.
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Quantile Correlations and Quantile Autoregressive Modeling
• Composite quantile regression and the oracle model selection theory
• Optimal Weight Choice for Frequentist Model Average Estimators
• An analysis of variance test for normality (complete samples)
• The Kolmogorov filter for variable screening in high-dimensional binary classification
• Least Squares Model Averaging
• Jackknife model averaging
• A flexible semiparametric forecasting model for time series
• Model averaging by jackknife criterion in models with dependent data
• An adaptive composite quantile approach to dimension reduction
• Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
• Censored rank independence screening for high-dimensional survival data
• Category-Adaptive Variable Screening for Ultra-High Dimensional Heterogeneous Categorical Data
• Conditional quantile screening in ultrahigh-dimensional heterogeneous data
• Robust model-free feature screening via quantile correlation
• Survival impact index and ultrahigh‐dimensional model‐free screening with survival outcomes
• Model-free feature screening via a modified composite quantile correlation

Cited In (8)

• Composite quantile regression for massive datasets
• Instrumental variable model average with applications in Mendelian randomization
• Composite quantile regression for correlated data
• Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration
• High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms
• Advanced algorithms for penalized quantile and composite quantile regression
• Quantile composite-based path modeling: algorithms, properties and applications
• Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition

This page was built for publication: Composite quantile regression for ultra-high dimensional semiparametric model averaging

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2242007)