Group identification and variable selection in quantile regression

DOI10.1155/2019/8504174zbMath1431.62147OpenAlexW2936222034WikidataQ128069289 ScholiaQ128069289MaRDI QIDQ2272869

Basim Shlaibah Msallam, Ali Al-Kenani

Publication date: 17 September 2019

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/8504174

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Uses Software

• QICD

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• The structured elastic net for quantile regression and support vector classification
• Quantile regression for longitudinal data
• On the adaptive elastic net with a diverging number of parameters
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
• A comparative study for robust canonical correlation methods
• Regression Quantiles
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sparsity and Smoothness Via the Fused Lasso
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables

This page was built for publication: Group identification and variable selection in quantile regression