Quantile regression for additive coefficient models in high dimensions
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A fast unified algorithm for solving group-lasso penalize learning problems
- A general theory of concave regularization for high-dimensional sparse estimation problems
- Adaptive robust variable selection
- Additive coefficient modeling via polynomial spline
- Estimation of semi-parametric additive coefficient model
- Improving point and interval estimators of monotone functions by rearrangement
- Nearly unbiased variable selection under minimax concave penalty
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Noncrossing quantile regression curve estimation
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- One-step sparse estimates in nonconcave penalized likelihood models
- Partially linear additive quantile regression in ultra-high dimension
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile regression for the single-index coefficient model
- Quantile regression in partially linear varying coefficient models
- Quantile regression with varying coefficients
- Regression Quantiles
- Smoothly clipped absolute deviation on high dimensions
- Spline-backfitted kernel smoothing of additive coefficient model
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model
- Strong oracle optimality of folded concave penalized estimation
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in high-dimensional varying-coefficient models with global optimality
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Cited in
(15)- New link functions for distribution-specific quantile regression based on vector generalized linear and additive models
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
- Dantzig-type penalization for multiple quantile regression with high dimensional covariates
- Robust variable selection for additive coefficient models
- Additive models for extremal quantile regression with Pareto-type distributions
- Quantile function regression and variable selection for sparse models
- A unified penalized method for sparse additive quantile models: an RKHS approach
- Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates
- Variable selection in additive quantile regression using nonconcave penalty
- A new variable selection and estimation algorithm for the high-dimensional quantile single-index model
- Estimation of additive quantile regression
- On Additive Conditional Quantiles With High-Dimensional Covariates
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
- Partially linear additive quantile regression in ultra-high dimension
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