Shrinkage estimation of varying covariate effects based on quantile regression
DOI10.1007/S11222-013-9406-4zbMATH Open1322.62192DBLPjournals/sac/PengXK14OpenAlexW1987168924WikidataQ34362794 ScholiaQ34362794MaRDI QIDQ746335FDOQ746335
Authors: Limin Peng, Jinfeng Xu, Nancy Kutner 
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4201656
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variable selectioncensoringquantile regressionshrinkage estimationadaptive-LASSOvarying covariate effects
Censored data models (62N01) Ridge regression; shrinkage estimators (Lasso) (62J07) Order statistics; empirical distribution functions (62G30)
Cites Work
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Cited In (10)
- Globally adaptive quantile regression with ultra-high dimensional data
- A two-stage procedure to pool information across quantile levels in linear quantile regression
- High dimensional censored quantile regression
- Shrinkage quantile regression for panel data with multiple structural breaks
- Title not available (Why is that?)
- Transformed dynamic quantile regression on censored data
- Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
- Censored quantile regression processes under dependence and penalization
- Assessing quantile prediction with censored quantile regression models
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