Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
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Cites work
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- scientific article; zbMATH DE number 1547349 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A note on adaptive group Lasso
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- Blockwise sparse regression
- Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
- Detecting Differential Expressions in GeneChip Microarray Studies
- Estimating the dimension of a model
- GACV for quantile smoothing splines
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Model Selection and Estimation in Regression with Grouped Variables
- One-step sparse estimates in nonconcave penalized likelihood models
- Penalized regression, standard errors, and Bayesian Lassos
- Quadratic approximation on SCAD penalized estimation
- Quantile regression for longitudinal data
- Quantile regression.
- Quantile smoothing splines
- Reappraising Medfly Longevity
- Regression Quantiles
- Regularized simultaneous model selection in multiple quantiles regression
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty
- Sparsity and Smoothness Via the Fused Lasso
- Split Bregman method for large scale fused Lasso
- The Adaptive Lasso and Its Oracle Properties
- The Group Lasso for Logistic Regression
- The \(F_{\infty}\)-norm support vector machine
- The composite absolute penalties family for grouped and hierarchical variable selection
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for multicategory SVM via adaptive sup-norm regularization
- Variable selection in quantile regression
- Variable selection via combined penalization for high-dimensional data analysis
Cited in
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- Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
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- P-splines quantile regression estimation in varying coefficient models
- Partially linear additive quantile regression: theory and applications to breast cancer patients' survival
- Bayesian model selection in ordinal quantile regression
- Functional linear regression analysis based on partial least squares and its application
- 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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