Variable screening for ultrahigh dimensional censored quantile regression

DOI10.1080/00949655.2018.1554068OpenAlexW2904366727WikidataQ128703328 ScholiaQ128703328MaRDI QIDQ5107331FDOQ5107331

Authors: Jing Pan, Shucong Zhang, Yong Zhou 

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1554068

Recommendations

• Variable selection in censored quantile regression with high dimensional data
• Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models
• Variable selection for censored quantile regresion
• High dimensional censored quantile regression
• Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables
• Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models
• Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
• Inference for High-Dimensional Censored Quantile Regression
• Conditional quantile screening in ultrahigh-dimensional heterogeneous data
• Model-free feature screening for ultrahigh dimensional censored regression

zbMATH Keywords

censored dataquantile regressionsure screening propertyultrahigh dimensionality

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (3)

• Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
• Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression
• Variable selection in censored quantile regression with high dimensional data

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