Weighted _1-penalized corrected quantile regression for high dimensional measurement error models

DOI10.1016/J.JMVA.2015.04.009zbMATH Open1327.62406OpenAlexW1988892377MaRDI QIDQ495344FDOQ495344

Authors: Abhishek Kaul, Hira L. Koul 

Publication date: 10 September 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.04.009

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zbMATH Keywords

model selection consistency\(\ell_1\)-consistency

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Measurement error in Lasso: impact and likelihood bias correction
• The Adaptive Lasso and Its Oracle Properties
• Statistics for high-dimensional data. Methods, theory and applications.
• Simultaneous analysis of Lasso and Dantzig selector
• Restricted eigenvalue properties for correlated Gaussian designs
• Title not available (Why is that?)
• Measurement Error in Nonlinear Models
• Sparse recovery under matrix uncertainty
• High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
• Adaptive robust variable selection
• Regularization parameter selections via generalized information criterion
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Corrected-loss estimation for quantile regression with covariate measurement errors
• Deconvolving kernel density estimators
• Title not available (Why is that?)
• Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Chi-square oracle inequalities
• Error Distribution for Gene Expression Data
• Fast global convergence of gradient methods for high-dimensional statistical recovery

Cited In (10)

• 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
• Weighted l₁‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors

Uses Software

• glmnet

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