A unified penalized method for sparse additive quantile models: an RKHS approach

DOI10.1007/s10463-016-0566-9zbMath1447.62044MaRDI QIDQ2409400

Xin He, Junhui Wang, Shao-Gao Lv

Publication date: 11 October 2017

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-016-0566-9

zbMATH Keywords

large \(p\) small \(n\); reproducing kernel Hilbert space (RKHS); additive quantile regression

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)

Related Items

Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space

Uses Software

• hgam

Cites Work

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