Adaptive sup-norm regularized simultaneous multiple quantiles regression

DOI10.1080/02331888.2012.719512MaRDI QIDQ5169749zbMATH OpenOpenAlexFDO

Authors Sungwan Bang, Myoungshic Jhun

Publication date 11 July 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2012.719512

zbMATH Keywords

variable selectionregularizationmultiple quantiles regressionsup-norm

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Order statistics; empirical distribution functions (62G30)

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Cites work

• A note on adaptive group Lasso
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• Input selection and shrinkage in multiresponse linear regression
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• Noncrossing quantile regression curve estimation
• On the Non-Negative Garrotte Estimator
• On the asymptotics of constrained \(M\)-estimation
• Quantile regression for longitudinal data
• Quantile smoothing splines
• Reappraising Medfly Longevity
• Regression Quantiles
• Regularized simultaneous model selection in multiple quantiles regression
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
• Simultaneous estimation and variable selection in median regression using Lasso-type penalty
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
• Stepwise multiple quantile regression estimation using non-crossing constraints
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for multicategory SVM via adaptive sup-norm regularization

Cited in

(9)

• Globally adaptive quantile regression with ultra-high dimensional data
• Heteroscedasticity identification and variable selection via multiple quantile regression
• Simultaneous estimation for non-crossing multiple quantile regression with right censored data
• Hierarchically penalized quantile regression with multiple responses
• Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
• Regularized simultaneous model selection in multiple quantiles regression
• Unified Noncrossing Multiple Quantile Regressions Tree
• Model-based recursive partitioning algorithm to penalized non-crossing multiple quantile regression for the right-censored data

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