A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction

Weihua Zhao; Xuejun Jiang; Heng Lian

doi:10.1016/j.csda.2018.05.021

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A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction

Weihua Zhao Xuejun Jiang Heng Lian

Year: 2018 Journal: Computational Statistics & Data Analysis Vol: 127 Pages: 269-280 Publisher: Elsevier BV

DOI: 10.1016/j.csda.2018.05.021

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Keywords:

Mathematics Quantile Quantile regression Dimensionality reduction Dimension (graph theory) Principal component analysis Statistics Rate of convergence Feature selection Reduction (mathematics) Applied mathematics Computer science Artificial intelligence

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction

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