Oracle model selection for nonlinear models based on weighted composite quantile regression
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Publication:3145539
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- Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging
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- Variable selection for distributed sparse regression under memory constraints
- Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression
- Interquantile shrinkage and variable selection in quantile regression
- Robust and efficient estimation with weighted composite quantile regression
- General composite quantile regression: Theory and methods
- Robust empirical likelihood for partially linear models via weighted composite quantile regression
- Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models
- An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR
- Robust estimation of semiparametric transformation model for panel count data
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Robust reduced-rank modeling via rank regression
- Variable selection via composite quantile regression with dependent errors
- Composite quantile regression for massive datasets
- Composite quantile estimation in partial functional linear regression model based on polynomial spline
- A nonparametric model checking test for functional linear composite quantile regression models
- Jackknife model averaging for composite quantile regression
- Composite expectile estimation in partial functional linear regression model
- Robust communication-efficient distributed composite quantile regression and variable selection for massive data
- Composite change point estimation for bent line quantile regression
- Composite quantile estimation in partial functional linear regression model with dependent errors
- Adaptive composite quantile regressions and their asymptotic relative efficiency
- Estimation of linear composite quantile regression using EM algorithm
- Weighted composite quantile regression method via empirical likelihood for non linear models
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors
- Bayesian bridge-randomized penalized quantile regression
- Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial
- Composite quantile regression for correlated data
- Bayesian model selection in ordinal quantile regression
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
- Robust variable selection of joint frailty model for panel count data
- Efficient Estimation for Models With Nonlinear Heteroscedasticity
- Profile composite quantile regression and variable selection for longitudinal data single-index models
- Copula and composite quantile regression-based estimating equations for longitudinal data
- Robust direction identification and variable selection in high dimensional general single-index models
- Linear double autoregression
- SCAD penalized rank regression with a diverging number of parameters
- Penalized regression across multiple quantiles under random censoring
- Multi-round smoothed composite quantile regression for distributed data
- Robust variable selection for nonlinear models with diverging number of parameters
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Model-averaging-based semiparametric modeling for conditional quantile prediction
- B-spline estimation for partially linear varying coefficient composite quantile regression models
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications
- An effective method to reduce the computational complexity of composite quantile regression
- Robust check loss-based inference of semiparametric models and its application in environmental data
- Regularized nonlinear regression with dependent errors and its application to a biomechanical model
- Weighted composite quantile regression for single-index models
- Composite versus model-averaged quantile regression
- Efficient estimation of panel count data with dependent observation process
- Pseudo-quantile functional data clustering
- Empirical likelihood for composite quantile regression modeling
- Weighted composite quantile regression for partially linear varying coefficient models
- Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function
- A note on the efficiency of composite quantile regression
- Optimal subsampling for composite quantile regression in big data
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data
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