Component selection in additive quantile regression models

DOI10.1016/j.jkss.2014.01.002zbMath1306.62151OpenAlexW2082324084MaRDI QIDQ397238

Hohsuk Noh, Eun Ryung Lee

Publication date: 11 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP2012_21_NEW.pdf

zbMATH Keywords

second-order cone programmingadditive modelcovariate selectionnonparametric quantile regressionpenalized estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (3)

Hypothesis testing of varying coefficients for regional quantiles ⋮ Graphical models via joint quantile regression with component selection ⋮ Penalized kernel quantile regression for varying coefficient models

Uses Software

• CVX

Cites Work

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