Interquantile shrinkage and variable selection in quantile regression

Liewen Jiang; Howard D. Bondell; Huixia Wang

doi:10.1016/j.csda.2013.08.006

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Interquantile shrinkage and variable selection in quantile regression

Liewen Jiang Howard D. Bondell Huixia Wang

Year: 2013 Journal: Computational Statistics & Data Analysis Vol: 69 Pages: 208-219 Publisher: Elsevier BV

DOI: 10.1016/j.csda.2013.08.006

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Keywords:

Quantile Quantile regression Interpretability Covariate Oracle Econometrics Mathematics Feature selection Statistics Selection (genetic algorithm) Estimation Quantile function Computer science Artificial intelligence Probability distribution Economics

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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

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Interquantile shrinkage and variable selection in quantile regression

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