Adaptive sup-norm regularized simultaneous multiple quantiles regression

DOI10.1080/02331888.2012.719512zbMATH Open1367.62110OpenAlexW2086917205MaRDI QIDQ5169749FDOQ5169749

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

Recommendations

• Regularized simultaneous model selection in multiple quantiles regression
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
• Simultaneous estimation of multiple conditional regression quantiles
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
• Adaptive penalized quantile regression for high dimensional data

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)

Cites Work

• Estimating the dimension of a model
• The Adaptive Lasso and Its Oracle Properties
• Regression Quantiles
• Reappraising Medfly Longevity
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Noncrossing quantile regression curve estimation
• Model Selection and Estimation in Regression with Grouped Variables
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Quantile regression for longitudinal data
• On the asymptotics of constrained \(M\)-estimation
• Quantile smoothing splines
• On the Non-Negative Garrotte Estimator
• Input selection and shrinkage in multiresponse linear regression
• A note on adaptive group Lasso
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
• Stepwise multiple quantile regression estimation using non-crossing constraints
• Detecting Differential Expressions in GeneChip Microarray Studies
• GACV for quantile smoothing splines
• Simultaneous estimation and variable selection in median regression using Lasso-type penalty
• Variable selection for multicategory SVM via adaptive sup-norm regularization
• Regularized simultaneous model selection in multiple quantiles regression
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization

Cited In (9)

• Heteroscedasticity identification and variable selection via multiple quantile regression
• Globally adaptive quantile regression with ultra-high dimensional data
• 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

This page was built for publication: Adaptive sup-norm regularized simultaneous multiple quantiles regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5169749)