Hierarchically penalized quantile regression
From MaRDI portal
Publication:5222337
DOI10.1080/00949655.2015.1014038OpenAlexW1974572087MaRDI QIDQ5222337
Sungwan Bang, Jongkyeong Kang, Myoungshic Jhun Jhun
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2015.1014038
Related Items (3)
Hierarchically penalized quantile regression with multiple responses ⋮ Model-based recursive partitioning algorithm to penalized non-crossing multiple quantile regression for the right-censored data ⋮ Bayesian non-crossing quantile regression for regularly varying distributions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- Conditional growth charts. (With discussion and rejoinder)
- A note on adaptive group Lasso
- Estimating the dimension of a model
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Quantile regression for longitudinal data
- Hierarchically penalized Cox regression with grouped variables
- A group bridge approach for variable selection
- Regression Quantiles
- Reappraising Medfly Longevity
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Semiparametric Estimation of Regression Quantiles with Application to Standardizing Weight for Height and Age in US Children
- Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
- Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY
- Detecting Differential Expressions in GeneChip Microarray Studies
- Model Selection and Estimation in Regression with Grouped Variables
This page was built for publication: Hierarchically penalized quantile regression