Shrinkage estimation of varying covariate effects based on quantile regression
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Finite Smoothing Algorithm for Linear $l_1 $ Estimation
- A Statistical View of Some Chemometrics Regression Tools
- A large sample study of rank estimation for censored regression data
- Adaptive Lasso for Cox's proportional hazards model
- Additive models for quantile regression: model selection and confidence bands
- Asymptotics for Lasso-type estimators.
- Asymptotics for censored regression quantiles
- Calibration Regression of Censored Lifetime Medical Cost
- Censored Regression Quantiles
- Competing risks quantile regression
- Composite quantile regression and the oracle model selection theory
- Estimating regression parameters using linear rank tests for censored data
- Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonparametric Estimation for a Scale-Change with Censored Observations
- Quantile calculus and censored regression
- Quantile regression.
- Regression Quantiles
- Semiparametric median residual life model and inference
- Shrinkage estimation of the varying coefficient model
- Some results on the LIL in Banach space with applications to weighted empirical processes
- Survival Analysis With Quantile Regression Models
- The Adaptive Lasso and Its Oracle Properties
- Time-Dependent Effects of Fixed Covariates in Cox Regression
- Unified LASSO Estimation by Least Squares Approximation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in quantile regression
- Weak convergence and empirical processes. With applications to statistics
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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
- scientific article; zbMATH DE number 5770662 (Why is no real title available?)
- Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates
- Transformed dynamic quantile regression on censored data
- 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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