Variable selection in high-dimensional partially linear additive models for composite quantile regression

Jie Guo; Man‐Lai Tang; Maozai Tian; Kai Zhu

doi:10.1016/j.csda.2013.03.017

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Variable selection in high-dimensional partially linear additive models for composite quantile regression

Jie Guo Man‐Lai Tang Maozai Tian Kai Zhu

Year: 2013 Journal: Computational Statistics & Data Analysis Vol: 65 Pages: 56-67 Publisher: Elsevier BV

DOI: 10.1016/j.csda.2013.03.017

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Keywords:

Mathematics Lasso (programming language) Quantile Quantile regression Covariate Cauchy distribution Feature selection Additive model Statistics Linear regression Nonparametric regression Nonparametric statistics Sample size determination Parametric statistics Applied mathematics Mathematical optimization Computer science Artificial intelligence

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Variable selection in high-dimensional partially linear additive models for composite quantile regression

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