Pages that link to "Item:Q888510"
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The following pages link to Globally adaptive quantile regression with ultra-high dimensional data (Q888510):
Displaying 40 items.
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- High dimensional censored quantile regression (Q1747740) (← links)
- Measuring and testing for interval quantile dependence (Q1991673) (← links)
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
- Assessing dynamic covariate effects with survival data (Q2087754) (← links)
- Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
- Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
- Hypothesis testing for regional quantiles (Q2411292) (← links)
- Sparse wavelet estimation in quantile regression with multiple functional predictors (Q2416736) (← links)
- Smoothed quantile regression with large-scale inference (Q2682954) (← links)
- Adaptive Huber Regression (Q3304852) (← links)
- Copula-based Partial Correlation Screening: a Joint and Robust Approach (Q4986377) (← links)
- Adaptive elastic-net selection in a quantile model with diverging number of variable groups (Q4999858) (← links)
- Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data (Q5037835) (← links)
- Variance-estimation-free test of significant covariates in high-dimensional regression (Q5042192) (← links)
- Forward variable selection for ultra-high dimensional quantile regression models (Q6046050) (← links)
- High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
- Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates (Q6069869) (← links)
- Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression (Q6086172) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Quantile forward regression for high-dimensional survival data (Q6092305) (← links)
- Sparse quantile regression (Q6108347) (← links)
- Nonparametric inference on smoothed quantile regression process (Q6111522) (← links)
- Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach (Q6542443) (← links)
- Quantile generalized measures of correlation (Q6547761) (← links)
- Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression (Q6554253) (← links)
- Censored Interquantile Regression Model with Time-Dependent Covariates (Q6567952) (← links)
- Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
- Robust integrative analysis via quantile regression with homogeneity and sparsity (Q6616189) (← links)
- Incorporating Graphical Structure of Predictors in Sparse Quantile Regression (Q6617798) (← links)
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data (Q6618491) (← links)
- Efficient functional Lasso kernel smoothing for high-dimensional additive regression (Q6621545) (← links)
- Varying-coefficients for regional quantile via KNN-based LASSO with applications to health outcome study (Q6626913) (← links)
- Communication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score (Q6629356) (← links)
