Variable selection in high-dimensional quantile varying coefficient models

Yanlin Tang; Xinyuan Song; Huixia Wang; Zhongyi Zhu

doi:10.1016/j.jmva.2013.07.015

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Variable selection in high-dimensional quantile varying coefficient models

Yanlin Tang Xinyuan Song Huixia Wang Zhongyi Zhu

Year: 2013 Journal: Journal of Multivariate Analysis Vol: 122 Pages: 115-132 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2013.07.015

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Keywords:

Lasso (programming language) Mathematics Feature selection Estimator Quantile Covariate Penalty method Model selection Applied mathematics Selection (genetic algorithm) Dimension (graph theory) Variable (mathematics) Mathematical optimization Statistics Computer science Artificial intelligence Mathematical analysis Combinatorics

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Genetic and phenotypic traits in livestock

Life Sciences → Biochemistry, Genetics and Molecular Biology → Genetics

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Variable selection in high-dimensional quantile varying coefficient models

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