Variable selection and estimation of quantile regression model for stratified data

MaRDI QIDQ6184713zbMATH OpenFDO

Authors

Publication date 29 January 2024

Full work available at URL https://applmath.cjoe.ac.cn/jweb_yysxxb/EN/10.12387/C2021051

zbMATH Keywords

oracle propertyquantile regression modelstratified datavariable selection

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

• Asymptotics for Lasso-type estimators.
• Composite change point estimation for bent line quantile regression
• Model Selection and Estimation in Regression with Grouped Variables
• Nonconcave penalized M-estimation with a diverging number of parameters
• Regression modelling on stratified data with the Lasso
• Regression Quantiles
• Sparse modeling of categorial explanatory variables
• Testing for change points due to a covariate threshold in quantile regression
• The Adaptive Lasso and Its Oracle Properties
• Variable selection and estimation for partially linear single-index models with longitudinal data
• Variable selection in quantile regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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