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

DOI10.1007/S11222-024-10418-4zbMATH Open1539.62033MaRDI QIDQ6547780FDOQ6547780

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)

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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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Cited In (1)

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

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