Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Composite quantile regression and the oracle model selection theory
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- Forward regression for ultra-high dimensional variable screening
- Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
- Nearly unbiased variable selection under minimax concave penalty
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonconcave Penalized Likelihood With NP-Dimensionality
- On M-processes and M-estimation
- On parameters of increasing dimensions
- One-step sparse estimates in nonconcave penalized likelihood models
- Regression Quantiles
- Smoothly clipped absolute deviation on high dimensions
- SparseNet: coordinate descent with nonconvex penalties
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(only showing first 100 items - show all)- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Variable selection in censored quantile regression with high dimensional data
- Expectile regression for analyzing heteroscedasticity in high dimension
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
- Regularized estimation for the least absolute relative error models with a diverging number of covariates
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
- Quantile regression for additive coefficient models in high dimensions
- A systematic review on model selection in high-dimensional regression
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Conditional mean and quantile dependence testing in high dimension
- High dimensional censored quantile regression
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- Iterative reweighted methods for \(\ell _1-\ell _p\) minimization
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Robust network-based analysis of the associations between (epi)genetic measurements
- Quantile regression for functional partially linear model in ultra-high dimensions
- A novel convex clustering method for high-dimensional data using semiproximal ADMM
- Elastic net penalized quantile regression model
- Adaptive sparse group LASSO in quantile regression
- Scale calibration for high-dimensional robust regression
- High-dimensional robust approximated M-estimators for mean regression with asymmetric data
- Quantile regression feature selection and estimation with grouped variables using Huber approximation
- Group penalized quantile regression
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
- Distributed optimization and statistical learning for large-scale penalized expectile regression
- Robust error density estimation in ultrahigh dimensional sparse linear model
- Handling multicollinearity in quantile regression through the use of principal component regression
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
- Group identification and variable selection in quantile regression
- Screening and selection for quantile regression using an alternative measure of variable importance
- Quantile regression under memory constraint
- Asymptotic properties of concave \(L_1\)-norm group penalties
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- A smoothing iterative method for quantile regression with nonconvex \(\ell_p\) penalty
- Variable selection in quantile varying coefficient models with longitudinal data
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
- Regularized partially functional quantile regression
- A unified penalized method for sparse additive quantile models: an RKHS approach
- Hypothesis testing for regional quantiles
- Penalized expectile regression: an alternative to penalized quantile regression
- Adaptive robust variable selection
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models
- Strong oracle optimality of folded concave penalized estimation
- Multiply robust subgroup identification for longitudinal data with dropouts via median regression
- RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices
- High-dimensional robust regression with \(L_q\)-loss functions
- Smoothed quantile regression with large-scale inference
- Variable selection in additive quantile regression using nonconcave penalty
- An error bound for L₁-norm support vector machine coefficients in ultra-high dimension
- Variable selection for additive partial linear quantile regression with missing covariates
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
- Variable selection in high-dimensional quantile varying coefficient models
- Oracle estimation of a change point in high-dimensional quantile regression
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models
- A penalized approach to covariate selection through quantile regression coefficient models
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Martingale difference correlation and its use in high-dimensional variable screening
- Adaptive elastic-net selection in a quantile model with diverging number of variable groups
- Regularized projection score estimation of treatment effects in high-dimensional quantile regression
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
- A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator
- Adaptive elastic net-penalized quantile regression for variable selection
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
- Estimation and variable selection for a class of quantile regression models with multiple index
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity
- Robust variable selection based on the random quantile LASSO
- Variable screening for ultrahigh dimensional censored quantile regression
- A tuning-free robust and efficient approach to high-dimensional regression
- Ultra-high dimensional single-index quantile regression
- scientific article; zbMATH DE number 7306923 (Why is no real title available?)
- FUNCTIONAL ADDITIVE QUANTILE REGRESSION
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data
- Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation
- The Lasso for high dimensional regression with a possible change point
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
- Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes
- Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
- Partially linear additive quantile regression in ultra-high dimension
- Data Integration in High Dimension With Multiple Quantiles
- Forward variable selection for ultra-high dimensional quantile regression models
- High-dimensional latent panel quantile regression with an application to asset pricing
- Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound
- Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations
- Jackknife model averaging for high‐dimensional quantile regression
- Group structure detection for a high‐dimensional panel data model
- ADMM for Penalized Quantile Regression in Big Data
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach
- Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression
- Sparse and robust estimation with ridge minimax concave penalty
- Quantile forward regression for high-dimensional survival data
- Empirical likelihood in single-index quantile regression with high dimensional and missing observations
- Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis
- Sparse quantile regression
- Nonparametric inference on smoothed quantile regression process
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
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