Variable selection for non-parametric quantile regression via smoothing spline analysis of variance

DOI10.1002/STA4.33MaRDI QIDQ6537855zbMATH OpenFDO

Authors Chen-Yen Lin, Howard D. Bondell, Hao Helen Zhang, Hui Zou

Publication date 14 May 2024

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.33

zbMATH Keywords

COSSOkernel quantile regressionmodel selectionreproducing kernel Hilbert space

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A convergent algorithm for quantile regression with smoothing splines
• A Nonparametric Regression Approach to Syringe Grading for Quality Improvement
• Better Subset Regression Using the Nonnegative Garrote
• Bivariate Quantile Smoothing Splines
• Component selection and smoothing in multivariate nonparametric regression
• Composite quantile regression and the oracle model selection theory
• GACV for quantile smoothing splines
• High-dimensional additive modeling
• scientific article; zbMATH DE number 3852235 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression
• Linear smoothers and additive models
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Quantile regression.
• Quantile smoothing splines
• Quantile splines with several covariates
• Regression Quantiles
• Regression quantiles and trimmed least squares estimator in the nonlinear regression model
• Regularized simultaneous model selection in multiple quantiles regression
• Smoothing spline ANOVA models
• Some results on Tchebycheffian spline functions and stochastic processes
• Surface estimation, variable selection, and the nonparametric oracle property
• The Adaptive Lasso and Its Oracle Properties
• Variable selection in nonparametric additive models
• Variable selection in quantile regression

Cited in

(2)

• Robust selection and estimation for sparse multivariate functional nonparametric additive models via regularized huber regression
• Quantile regression: a review of methodological advances in linear, Bayesian, panel data, and measurement error models

This page was built for publication: Variable selection for non-parametric quantile regression via smoothing spline analysis of variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6537855)