Sparse group variable selection based on quantile hierarchical Lasso
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Cites work
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- A group bridge approach for variable selection
- A Statistical View of Some Chemometrics Regression Tools
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Asymptotics for Lasso-type estimators.
- Better Subset Regression Using the Nonnegative Garrote
- Composite quantile regression and the oracle model selection theory
- Group variable selection via a hierarchical lasso and its oracle property
- Hierarchically penalized Cox regression with grouped variables
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Model Selection and Estimation in Regression with Grouped Variables
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonconcave penalized M-estimation with a diverging number of parameters
- Quantile regression.
- Regression Quantiles
- Regularization and model selection with categorial effect modifiers
- Regularization and Variable Selection Via the Elastic Net
- Shrinkage tuning parameter selection with a diverging number of parameters
- The Adaptive Lasso and Its Oracle Properties
- The composite absolute penalties family for grouped and hierarchical variable selection
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable selection in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(21)- Hierarchically penalized quantile regression with multiple responses
- Hierarchical sparse modeling: a choice of two group Lasso formulations
- Adaptive sparse group LASSO in quantile regression
- Quantile regression feature selection and estimation with grouped variables using Huber approximation
- An efficient algorithm for structured sparse quantile regression
- Group identification and variable selection in quantile regression
- Adaptive fused LASSO in grouped quantile regression
- Sparse wavelet estimation in quantile regression with multiple functional predictors
- Adaptive group Lasso selection in quantile models
- An Iterative Sparse-Group Lasso
- Group variable selection via a hierarchical lasso and its oracle property
- Wavelet-based LASSO in functional linear quantile regression
- Grouped penalization estimation of the osteoporosis data in the traditional Chinese medicine
- A link-free sparse group variable selection method for single-index model
- An algorithm for the multivariate group Lasso with covariance estimation
- Hierarchically penalized quantile regression
- Variable selection, monotone likelihood ratio and group sparsity
- A novel group VIF regression for group variable selection with application to multiple change-point detection
- Estimation and variable selection on sparse model with group structure
- Selecting the number of factors in approximate factor models using group variable regularization
- Variable selection with group structure in competing risks quantile regression
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