Weighted _1-penalized corrected quantile regression for high dimensional measurement error models
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Weighted \(\ell 1\)-penalized corrected quantile regression for high dimensional measurement error models
Weighted \(\ell 1\)-penalized corrected quantile regression for high dimensional measurement error models
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 52749 (Why is no real title available?)
- Adaptive robust variable selection
- Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
- Chi-square oracle inequalities
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- Error Distribution for Gene Expression Data
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- Measurement Error in Nonlinear Models
- Measurement error in Lasso: impact and likelihood bias correction
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Regularization parameter selections via generalized information criterion
- Restricted eigenvalue properties for correlated Gaussian designs
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse recovery under matrix uncertainty
- Statistics for high-dimensional data. Methods, theory and applications.
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Cited in
(10)- Weighted l1‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors
- Variable selection in high-dimensional linear model with possibly asymmetric errors
- Inference in high dimensional linear measurement error models
- Balanced estimation for high-dimensional measurement error models
- A predictive leverage statistic for quantile regression with measurement errors
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models
- Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression
- An efficient two step algorithm for high dimensional change point regression models without grid search
- Weighted Lasso estimates for sparse logistic regression: non-asymptotic properties with measurement errors
- Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity
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