Variable selection of the quantile varying coefficient regression models
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Cites work
- 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 Nonparametric Regression Approach to Syringe Grading for Quality Improvement
- Adaptive semi-varying coefficient model selection
- Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance
- Better Subset Regression Using the Nonnegative Garrote
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Maximal spacings in several dimensions
- Model Selection and Estimation in Regression with Grouped Variables
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonparametric quantile estimations for dynamic smooth coefficient models
- One-step sparse estimates in nonconcave penalized likelihood models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quantile regression in partially linear varying coefficient models
- Quantile regression with varying coefficients
- Quantile regression.
- Robust Statistics
- Shrinkage estimation of the varying coefficient model
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Statistical estimation in varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for semiparametric varying coefficient partially linear models
- Variable selection in quantile varying coefficient models with longitudinal data
- Variable selection in semiparametric regression modeling
- Variable selection of varying coefficient models in quantile regression
- Variable selection using MM algorithms
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(19)- Penalized kernel quantile regression for varying coefficient models
- Variable selection of varying coefficient models in quantile regression
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Variable selection in high-dimensional quantile varying coefficient models
- The Bayesian regularized quantile varying coefficient model
- Estimation in partial linear model with spline modal function
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
- Variable selection in additive quantile regression using nonconcave penalty
- Variable selection of quantile varying coefficient models based on kernel smoothing
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Marginal quantile regression for varying coefficient models with longitudinal data
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Variable selection via composite quantile regression with dependent errors
- Variable selection for partially linear varying coefficient quantile regression model
- Subset selection in multiple linear regression models: a hybrid of genetic and simulated annealing algorithms
- Variable selection in quantile regression when the models have autoregressive errors
- Quantile regression in varying coefficient models.
- Variable selection in quantile regression
- Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection
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