Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- A semiparametric model for cluster data
- Adaptive robust variable selection
- Asymptotic normality for the partially linear EV models with longitudinal data
- Efficient estimation in semivarying coefficient models for longitudinal/clustered data
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Feature screening in ultrahigh dimensional Cox's model
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Generalized empirical likelihood methods for analyzing longitudinal data
- Goodness-of-Fit Tests for High Dimensional Linear Models
- High dimensional censored quantile regression
- High dimensional change point estimation via sparse projection
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Minimax-optimal nonparametric regression in high dimensions
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- On the adaptive elastic net with a diverging number of parameters
- Oracle estimation of a change point in high-dimensional quantile regression
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Robust inference in generalized linear models for longitudinal data
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Semiparametric statistical inferences for longitudinal data with nonparametric covariance modelling
- Statistics for high-dimensional data. Methods, theory and applications.
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Testing for Marginal Linear Effects in Quantile Regression
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The sparse MLE for ultrahigh-dimensional feature screening
- Time-Varying Additive Models for Longitudinal Data
- Variable selection in quantile varying coefficient models with longitudinal data
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- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(6)- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- Robust and smoothing variable selection for quantile regression models with longitudinal data
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
- A comparative analysis of implementing adaptive Lasso penalty in hierarchical data: quantile versus mean regression
- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
- Bayesian weighted quantile joint model for longitudinal and semi-competing risks data
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