Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization

DOI10.1016/j.csda.2011.01.026zbMath1243.62049OpenAlexW1993737443MaRDI QIDQ433240

Sungwan Bang, Myoungshic Jhun Jhun

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

zbMATH Keywords

tableslinear programming

Mathematics Subject Classification ID

Related Items (9)

Functional Linear Regression Analysis Based on Partial Least Squares and Its Application ⋮ Simultaneous estimation for non-crossing multiple quantile regression with right censored data ⋮ Bayesian model selection in ordinal quantile regression ⋮ Robust shrinkage estimation and selection for functional multiple linear model through LAD loss ⋮ P-splines quantile regression estimation in varying coefficient models ⋮ Bayesian variable selection and estimation in maximum entropy quantile regression ⋮ Adaptive sup-norm regularized simultaneous multiple quantiles regression ⋮ Multiple smoothing parameters selection in additive regression quantiles ⋮ Hierarchically penalized quantile regression

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