Shrinkage estimation of varying covariate effects based on quantile regression
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Publication:746335
DOI10.1007/s11222-013-9406-4zbMath1322.62192WikidataQ34362794 ScholiaQ34362794MaRDI QIDQ746335
Jinfeng Xu, Nancy Kutner, Limin Peng
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
quantile regression; shrinkage estimation; censoring; variable selection; adaptive-LASSO; varying covariate effects
62J07: Ridge regression; shrinkage estimators (Lasso)
62N01: Censored data models
62G30: Order statistics; empirical distribution functions
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Uses Software
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