Dantzig-type penalization for multiple quantile regression with high dimensional covariates

DOI10.5705/SS.202016.0081zbMATH Open1392.62218OpenAlexW2587057358MaRDI QIDQ4601243FDOQ4601243

Authors: Seyoung Park, Xuming He, Shuheng Zhou 

Publication date: 12 January 2018

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/69d274c2cc56b6b8fcc140c6338da43652554d67

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zbMATH Keywords

model selectionquantile regressionstabilityhigh dimensional datafused Lasso

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (10)

• Hypothesis testing of varying coefficients for regional quantiles
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
• Iterative adaptive robust variable selection in nomparametric additive models
• Hypothesis testing for regional quantiles
• Adaptive penalized quantile regression for high dimensional data
• Penalized regression across multiple quantiles under random censoring
• Nonconvex Dantzig selector and its parallel computing algorithm
• Penalized kernel quantile regression for varying coefficient models
• Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
• Weighted l₁‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors

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