Forward variable selection for ultra-high dimensional quantile regression models
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Publication:6046050
DOI10.1007/S10463-022-00849-ZOpenAlexW3212645967MaRDI QIDQ6046050FDOQ6046050
Authors: Toshio Honda, Chien-Tong Lin 
Publication date: 15 May 2023
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-022-00849-z
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Cited In (4)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Screen then select: a strategy for correlated predictors in high-dimensional quantile regression
- Rank-based sequential feature selection for high-dimensional accelerated failure time models with main and interaction effects
- Quantile forward regression for high-dimensional survival data
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