Regularized quantile regression and robust feature screening for single index models

DOI10.5705/ss.2014.049zbMath1419.62096WikidataQ36631450 ScholiaQ36631450MaRDI QIDQ3465094

Heng-Jian Cui, Wei Zhong, Run-Ze Li, Li-ping Zhu

Publication date: 28 January 2016

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4771381

zbMATH Keywords

distance correlation; sure screening property; ultrahigh dimensionality; penalized quantile regression; single index models

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models