Composite quantile regression for ultra-high dimensional semiparametric model averaging
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A flexible semiparametric forecasting model for time series
- A practical guide to splines.
- An adaptive composite quantile approach to dimension reduction
- An analysis of variance test for normality (complete samples)
- Category-adaptive variable screening for ultra-high dimensional heterogeneous categorical data
- Censored rank independence screening for high-dimensional survival data
- Composite quantile regression and the oracle model selection theory
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- High-dimensional additive modeling
- Jackknife model averaging
- Least Squares Model Averaging
- Least-squares forecast averaging
- Model averaging by jackknife criterion in models with dependent data
- Model-free feature screening for ultrahigh-dimensional data
- Model-free feature screening via a modified composite quantile correlation
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Optimal weight choice for frequentist model average estimators
- Quantile correlations and quantile autoregressive modeling
- Robust model-free feature screening via quantile correlation
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
- Shrinkage tuning parameter selection with a diverging number of parameters
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- Survival impact index and ultrahigh‐dimensional model‐free screening with survival outcomes
- The Adaptive Lasso and Its Oracle Properties
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(8)- Composite quantile regression for massive datasets
- Composite quantile regression for correlated data
- Instrumental variable model average with applications in Mendelian randomization
- 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
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