Variable selection in high-dimensional quantile varying coefficient models
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Publication:391871
DOI10.1016/J.JMVA.2013.07.015zbMATH Open1279.62049DBLPjournals/ma/TangSWZ13OpenAlexW2062199701WikidataQ57425216 ScholiaQ57425216MaRDI QIDQ391871FDOQ391871
Authors: Yanlin Tang, Huixia Judy Wang, Xin-Yuan Song, Zhongyi Zhu 
Publication date: 13 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.015
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Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Statistical ranking and selection procedures (62F07) Applications of mathematical programming (90C90)
Cites Work
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Cited In (36)
- A two-stage regularization method for variable selection and forecasting in high-order interaction model
- Variable selection of the quantile varying coefficient regression models
- Variable selection in high-dimensional linear model with possibly asymmetric errors
- Discussion
- Iterative adaptive robust variable selection in nomparametric additive models
- Quantile regression for varying coefficient spatial error models
- Quantile function regression and variable selection for sparse models
- Adaptively weighted group Lasso for semiparametric quantile regression models
- Variable selection in qualitative models via an entropic explanatory power
- Variable selection for high-dimensional generalized varying-coefficient models
- Variable selection in high-dimensional varying-coefficient models with global optimality
- Structural identification and variable selection in high-dimensional varying-coefficient models
- Variable selection of varying coefficient models in quantile regression
- Variable selection in censored quantile regression with high dimensional data
- Variable selection of quantile varying coefficient models based on kernel smoothing
- Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Modified adaptive group lasso for high-dimensional varying coefficient models
- Variable selection in quantile varying coefficient models with longitudinal data
- Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
- Shrinkage estimation of varying covariate effects based on quantile regression
- Two-step variable selection in quantile regression models
- Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty
- Penalized kernel quantile regression for varying coefficient models
- Model averaging marginal regression for high dimensional conditional quantile prediction
- Variable selection and structure identification for varying coefficient Cox models
- A spatial panel quantile model with unobserved heterogeneity
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Inference for high-dimensional varying-coefficient quantile regression
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- Gradient-induced model-free variable selection with composite quantile regression
- Adaptive quantile regression based on varying-coefficient models
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
- Variable selection for partially linear varying coefficient quantile regression model
- Partially linear additive quantile regression in ultra-high dimension
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
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