Variable selection in additive quantile regression using nonconcave penalty
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Recommendations
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- A penalized approach to covariate selection through quantile regression coefficient models
- Variable selection in nonparametric additive models
- Variable selection in quantile regression
- Nonparametric variable selection and its application to additive models
- Simultaneous variable selection and parametric estimation for quantile regression
- Variable selection of the quantile varying coefficient regression models
- Quantile regression for additive coefficient models in high dimensions
Cites work
- A practical guide to splines.
- Additive models for quantile regression: model selection and confidence bands
- Bivariate tensor-product B-splines in a partly linear model
- Conditional growth charts. (With discussion and rejoinder)
- Nonparametric Estimation of an Additive Quantile Regression Model
- On Additive Conditional Quantiles With High-Dimensional Covariates
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile regression in partially linear varying coefficient models
- Quantile regression with varying coefficients
- SCAD-penalized regression in high-dimensional partially linear models
- Shrinkage estimation of the varying coefficient model
- Single-index quantile regression
- Sparsity in multiple kernel learning
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection in nonparametric additive models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
Cited in
(12)- Interquantile shrinkage in spatial additive autoregressive models
- Nonnegative group Lasso and application in index tracking
- Component selection in additive quantile regression models
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
- Variable selection in quantile regression
- Variable screening and selection for ultra-high dimensional additive quantile regression with missing data
- Variable selection in quantile regression when the models have autoregressive errors
- Group identification and variable selection in quantile regression
- Quantile regression for additive coefficient models in high dimensions
- Variable selection in expectile regression
- Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization?
- Interquantile shrinkage in additive models
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