Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
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Cites work
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Cited in
(6)- 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
- Bayesian weighted quantile joint model for longitudinal and semi-competing risks data
- 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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