Variable selection for nonparametric Tobit model via deep learning
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Cites work
- A LASSO-type approach to variable selection and estimation for censored regression model
- Bayesian composite tobit quantile regression
- Bayesian Tobit quantile regression using \(g\)-prior distribution with ridge parameter
- Estimation of Relationships for Limited Dependent Variables
- Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold
- Generalized Tobit models: diagnostics and application in econometrics
- Group variable selection and estimation in the Tobit censored response model
- Group variable selection via group sparse neural network
- High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
- scientific article; zbMATH DE number 4070082 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Model selection in binary and Tobit quantile regression using the Gibbs sampler
- The Adaptive Lasso and Its Oracle Properties
- The Focused Information Criterion
- Variable selection and estimation via SCAD-type penalty for censored regression models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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