Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks

DOI10.1007/S11222-024-10418-4MaRDI QIDQ6547780zbMATHFDO

Authors Jungmin Shin, Seunghyun Gwak, Seung Jun Shin, Sungwan Bang

Publication date 31 May 2024

Published in Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

variable selectionnon-crossingsmoothing functiondeep neural networkneural tangent kernelmultiple quantile regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Artificial neural networks and deep learning (68T07)

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• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(1)

• Deep neural networks for variable selection of higher-order nonparametric spatial autoregressive model

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