Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- A generic sure independence screening procedure
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Adaptive Lasso for sparse high-dimensional regression models
- Adaptive robust variable selection
- Censored rank independence screening for high-dimensional survival data
- Composite quantile regression and the oracle model selection theory
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data
- Feature screening in ultrahigh-dimensional additive Cox model
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Forward regression for ultra-high dimensional variable screening
- Globally adaptive quantile regression with ultra-high dimensional data
- High dimensional censored quantile regression
- Interaction pursuit in high-dimensional multi-response regression via distance correlation
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Model-free feature screening for ultrahigh-dimensional data
- Model-free feature screening via a modified composite quantile correlation
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile regression.
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Regression Quantiles
- Robust model-free feature screening via quantile correlation
- Smoothed Rank Regression With Censored Data
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The sparse MLE for ultrahigh-dimensional feature screening
- Ultrahigh dimensional feature selection: beyond the linear model
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
Cited in
(14)- Composite quantile regression for ultra-high dimensional semiparametric model averaging
- Composite quantile regression for massive datasets
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
- Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration
- Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions
- Hybrid Hard-Soft Screening for High-dimensional Latent Class Analysis
- Sparse quantile regression
- High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms
- Composite smoothed quantile regression
- Overview of robust variable selection methods for high-dimensional linear regression model
- Tuning-free sparse clustering via alternating hard-thresholding
- Communication-efficient distributed composite quantile regression via convolution smoothing and Poisson subsampling
- Network alternating direction method of multipliers for ultrahigh-dimensional decentralised federated learning
- Composite quantile regression for a distributed system with non-randomly distributed data
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