Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
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Publication:433240
DOI10.1016/J.CSDA.2011.01.026zbMATH Open1243.62049OpenAlexW1993737443MaRDI QIDQ433240FDOQ433240
Publication date: 13 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.01.026
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Cites Work
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- Regression Quantiles
- Reappraising Medfly Longevity
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- One-step sparse estimates in nonconcave penalized likelihood models
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- Sparsity and Smoothness Via the Fused Lasso
- Model Selection and Estimation in Regression with Grouped Variables
- Limiting distributions for \(L_1\) regression estimators under general conditions
- The Group Lasso for Logistic Regression
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- Split Bregman method for large scale fused Lasso
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- Detecting Differential Expressions in GeneChip Microarray Studies
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- Simultaneous estimation and variable selection in median regression using Lasso-type penalty
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- The \(F_{\infty}\)-norm support vector machine
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Cited In (10)
- Simultaneous estimation for non-crossing multiple quantile regression with right censored data
- Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
- Functional Linear Regression Analysis Based on Partial Least Squares and Its Application
- Adaptive sup-norm regularized simultaneous multiple quantiles regression
- Regularized simultaneous model selection in multiple quantiles regression
- P-splines quantile regression estimation in varying coefficient models
- Bayesian model selection in ordinal quantile regression
- Bayesian variable selection and estimation in maximum entropy quantile regression
- Multiple smoothing parameters selection in additive regression quantiles
- Hierarchically penalized quantile regression
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