Component selection in additive quantile regression models
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Cites work
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
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- scientific article; zbMATH DE number 46694 (Why is no real title available?)
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- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A unified variable selection approach for varying coefficient models
- Backfitting and smooth backfitting for additive quantile models
- Boosting With theL2Loss
- Consistent model selection for marginal generalized additive model for correlated data
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- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Efficient estimation of an additive quantile regression model
- Flexible generalized varying coefficient regression models
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Graph implementations for nonsmooth convex programs
- Identification of Non-Linear Additive Autoregressive Models
- Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression
- Local Linear Additive Quantile Regression
- Model Selection and Estimation in Regression with Grouped Variables
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric estimation of an additive model with a link function
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On Additive Conditional Quantiles With High-Dimensional Covariates
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimal rates of convergence for nonparametric estimators
- Penalized estimation in additive varying coefficient models using grouped regularization
- Sparse varying coefficient models for longitudinal data
- Surface estimation, variable selection, and the nonparametric oracle property
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
Cited in
(9)- Component selection in the additive regression model
- Penalized kernel quantile regression for varying coefficient models
- Hypothesis testing of varying coefficients for regional quantiles
- Identifying interaction effects via additive quantile regression models
- Variable selection in additive quantile regression using nonconcave penalty
- Model selection and estimation of a component in additive regression
- Graphical models via joint quantile regression with component selection
- Variable screening and selection for ultra-high dimensional additive quantile regression with missing data
- Additive models for quantile regression: model selection and confidence bands
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