Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
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Publication:5077985
DOI10.1080/03610926.2019.1604966OpenAlexW2940613854WikidataQ127992027 ScholiaQ127992027MaRDI QIDQ5077985FDOQ5077985
Publication date: 20 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1604966
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Cited In (5)
- Robust and smoothing variable selection for quantile regression models with longitudinal data
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- A comparative analysis of implementing adaptive Lasso penalty in hierarchical data: quantile versus mean regression
- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
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