Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
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Publication:5077985
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Cited in
(5)- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- Robust and smoothing variable selection for quantile regression models with longitudinal data
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
- A comparative analysis of implementing adaptive Lasso penalty in hierarchical data: quantile versus mean regression
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