A penalized approach to covariate selection through quantile regression coefficient models
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Publication:4971512
DOI10.1177/1471082X19825523MaRDI QIDQ4971512
Paolo Frumento, Matteo Bottai, Gianluca Sottile, Marcello Chiodi
Publication date: 12 October 2020
Published in: Statistical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/1471082x19825523
tuning parameter selection; Lasso penalty; inspiratory capacity; penalized integrated loss minimization (\text{PILM}); penalized quantile regression coefficients modelling \((\text{QRCM}_p)\)
62-XX: Statistics
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