Adaptively weighted group Lasso for semiparametric quantile regression models

DOI10.3150/18-BEJ1091zbMath1429.62140MaRDI QIDQ2325373

Toshio Honda, Ching-Kang Ing, Wei-Ying Wu

Publication date: 25 September 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1569398767

zbMATH Keywords

varying coefficient models; additive models; quantile regression; B-spline; Lasso; structure identification; high-dimensional information criteria

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

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