Variable selection in high-dimensional quantile varying coefficient models
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Cites work
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A unified variable selection approach for varying coefficient models
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Extended Bayesian information criteria for model selection with large model spaces
- Forward regression for ultra-high dimensional variable screening
- Hedonic housing prices and the demand for clean air
- High-dimensional graphs and variable selection with the Lasso
- Lasso-type recovery of sparse representations for high-dimensional data
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile regression in partially linear varying coefficient models
- Regression Quantiles
- Shrinkage estimation of the varying coefficient model
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- 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
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Cited in
(36)- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
- Variable selection of the quantile varying coefficient regression models
- A two-stage regularization method for variable selection and forecasting in high-order interaction model
- Variable selection in high-dimensional linear model with possibly asymmetric errors
- Discussion
- Iterative adaptive robust variable selection in nomparametric additive models
- Quantile regression for varying coefficient spatial error models
- Quantile function regression and variable selection for sparse models
- Adaptively weighted group Lasso for semiparametric quantile regression models
- Variable selection in qualitative models via an entropic explanatory power
- Variable selection for high-dimensional generalized varying-coefficient models
- Variable selection in censored quantile regression with high dimensional data
- Variable selection in high-dimensional varying-coefficient models with global optimality
- Variable selection of varying coefficient models in quantile regression
- Structural identification and variable selection in high-dimensional varying-coefficient models
- Variable selection of quantile varying coefficient models based on kernel smoothing
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Variable selection in quantile varying coefficient models with longitudinal data
- Modified adaptive group lasso for high-dimensional varying coefficient models
- Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
- Shrinkage estimation of varying covariate effects based on quantile regression
- Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
- Model selection in high-dimensional quantile regression with seamless L₀ penalty
- Two-step variable selection in quantile regression models
- Penalized kernel quantile regression for varying coefficient models
- Model averaging marginal regression for high dimensional conditional quantile prediction
- Variable selection and structure identification for varying coefficient Cox models
- A spatial panel quantile model with unobserved heterogeneity
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- Inference for high-dimensional varying-coefficient quantile regression
- Adaptive quantile regression based on varying-coefficient models
- Gradient-induced model-free variable selection with composite quantile regression
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
- Variable selection for partially linear varying coefficient quantile regression model
- Partially linear additive quantile regression in ultra-high dimension
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