Quantile function regression and variable selection for sparse models

DOI10.1002/CJS.11616MaRDI QIDQ5094272zbMATH OpenOpenAlexFDO

Authors Takuma Yoshida

Publication date 2 August 2022

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.11616

zbMATH Keywords

\(B\)-splineadaptive group Lassoquantile regressionsparse modelvariable selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(12)

• Quantile regression feature selection and estimation with grouped variables using Huber approximation
• A smoothing iterative method for quantile regression with nonconvex \(\ell_p\) penalty
• Sparse wavelet estimation in quantile regression with multiple functional predictors
• A Frisch-Newton algorithm for sparse quantile regression
• Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
• Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration
• Optimal quantile level and its applications in reality
• Quantile regression when the covariates are functions
• Regional quantile regression for multiple responses
• Sparse quantile regression
• Quantile generalized measures of correlation
• Global variable selection for quantile regression

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