Component selection in additive quantile regression models

DOI10.1016/J.JKSS.2014.01.002zbMATH Open1306.62151OpenAlexW2082324084MaRDI QIDQ397238FDOQ397238

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

Recommendations

• Variable selection in additive quantile regression using nonconcave penalty
• Component selection in the additive regression model
• Variable selection in nonparametric additive models
• FUNCTIONAL ADDITIVE QUANTILE REGRESSION
• Estimation of additive quantile regression

zbMATH Keywords

penalized estimationadditive modelsecond-order cone programmingcovariate selectionnonparametric quantile regression

Mathematics Subject Classification ID

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

Cites Work

• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
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• Boosting With theL₂Loss
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• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
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• Flexible generalized varying coefficient regression models
• Title not available (Why is that?)
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• Penalized estimation in additive varying coefficient models using grouped regularization
• A unified variable selection approach for varying coefficient models
• Identification of Non-Linear Additive Autoregressive Models
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Surface estimation, variable selection, and the nonparametric oracle property
• Nonparametric estimation of an additive model with a link function
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Cited In (5)

• Hypothesis testing of varying coefficients for regional quantiles
• Variable selection in additive quantile regression using nonconcave penalty
• Variable screening and selection for ultra-high dimensional additive quantile regression with missing data
• Penalized kernel quantile regression for varying coefficient models
• Graphical models via joint quantile regression with component selection

Uses Software

• CVX

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