Hierarchically penalized quantile regression

DOI10.1080/00949655.2015.1014038MaRDI QIDQ5222337zbMATH OpenOpenAlexFDO

Authors Jongkyeong Kang, Sungwan Bang, Myoungshic 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

zbMATH Keywords

linear programmingquantile regressiongroup variable selectionhierarchical regularization

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Sparse group variable selection based on quantile hierarchical Lasso
• Hierarchically penalized quantile regression with multiple responses
• Group identification and variable selection in quantile regression
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
• Hierarchically penalized Cox regression with grouped variables

Cites work

• scientific article; zbMATH DE number 1547349 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A group bridge approach for variable selection
• A note on adaptive group Lasso
• Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
• Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
• Conditional growth charts. (With discussion and rejoinder)
• Detecting Differential Expressions in GeneChip Microarray Studies
• Estimating the dimension of a model
• Hierarchically penalized Cox regression with grouped variables
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Model Selection and Estimation in Regression with Grouped Variables
• Quantile regression for longitudinal data
• Quantile regression.
• Reappraising Medfly Longevity
• Regression Quantiles
• Semiparametric Estimation of Regression Quantiles with Application to Standardizing Weight for Height and Age in US Children
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in quantile regression

Cited in

(9)

• Bayesian non-crossing quantile regression for regularly varying distributions
• Hierarchically penalized quantile regression with multiple responses
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
• Group identification and variable selection in quantile regression
• Advanced algorithms for penalized quantile and composite quantile regression
• Quantile regression feature selection and estimation with grouped variables using Huber approximation
• Model-based recursive partitioning algorithm to penalized non-crossing multiple quantile regression for the right-censored data
• Quantile regression with group Lasso for classification
• The composite absolute penalties family for grouped and hierarchical variable selection

This page was built for publication: Hierarchically penalized quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5222337)