A generalized quantile regression model

DOI10.1080/02664763.2013.780158OpenAlexW2048090024MaRDI QIDQ5128997

Ignace Loris, Vahid Nassiri

Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/143737/1/2013-Nassiri_et_al-JAS-DI-fusion-postprint.pdf

zbMATH Keywords

penalizationquantile regressionoutliersoft thresholdinglong taillog-concave density

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Letter to the Editor: ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’ ⋮ Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’ ⋮ On Quantile‐based Asymmetric Family of Distributions: Properties and Inference ⋮ Flexible two-piece distributions for right censored survival data ⋮ An efficient algorithm for structured sparse quantile regression

Cites Work

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• Model Selection and Model Averaging
• Regression Quantiles
• A Robust Version of Mallows's C p
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Some Comments on C P
• A new look at the statistical model identification
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