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

DOI10.5705/SS.202016.0081MaRDI QIDQ4601243zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

model selectionquantile regressionstabilityhigh dimensional datafused Lasso

Mathematics Subject Classification ID

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

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Cited in

(11)

• Weighted l₁‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors
• 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
• Regional quantile regression for multiple responses
• Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach

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