Pages that link to "Item:Q930648"

The following pages link to Composite quantile regression and the oracle model selection theory (Q930648):

Displaying 44 items.

• Robust estimation in partially nonlinear models (Q6122757) (← links)
• Quantile varying-coefficient structural equation model (Q6122758) (← links)
• Adaptive minimax optimality in statistical inverse problems via SOLIT—Sharp Optimal Lepskiĭ-Inspired Tuning (Q6136775) (← links)
• A framework for covariate-specific ROC curve estimation, with application to biometric recognition (Q6138602) (← links)
• The nonparametric Box-Cox model for high-dimensional regression analysis (Q6150521) (← links)
• Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial (Q6168918) (← links)
• Robust estimation in regression and classification methods for large dimensional data (Q6176235) (← links)
• High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms (Q6184871) (← links)
• No-Crossing Single-Index Quantile Regression Curve Estimation (Q6190329) (← links)
• Renewable composite quantile method and algorithm for nonparametric models with streaming data (Q6190664) (← links)
• Bayesian multiple quantile regression for linear models using a score likelihood (Q6201431) (← links)
• Residual projection for quantile regression in vertically partitioned big data (Q6487753) (← links)
• Variable selection for non-parametric quantile regression via smoothing spline analysis of variance (Q6537855) (← links)
• Testing heterogeneity in quantile regression: a multigroup approach (Q6538409) (← links)
• Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (Q6541121) (← links)
• Random projections for quantile ridge regression (Q6541799) (← links)
• Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach (Q6542443) (← links)
• Quantile generalized measures of correlation (Q6547761) (← links)
• Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks (Q6547780) (← links)
• Composite smoothed quantile regression (Q6548780) (← links)
• Heteroscedasticity identification and variable selection via multiple quantile regression (Q6552567) (← links)
• Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression (Q6552935) (← links)
• An adapted loss function for composite quantile regression with censored data (Q6567451) (← links)
• Censored Interquantile Regression Model with Time-Dependent Covariates (Q6567952) (← links)
• Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
• Quantile-based PLS-SEM with bag of little bootstraps (Q6588681) (← links)
• Distributed optimal subsampling for quantile regression with massive data (Q6592801) (← links)
• High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise (Q6594970) (← links)
• Jackknife model averaging for composite quantile regression (Q6595050) (← links)
• A nonparametric model checking test for functional linear composite quantile regression models (Q6595057) (← links)
• Composite expectile estimation in partial functional linear regression model (Q6596188) (← links)
• A composite Bayesian approach for quantile curve fitting with non-crossing constraints (Q6597433) (← links)
• Robust statistics: a selective overview and new directions (Q6604474) (← links)
• Byzantine-robust and efficient distributed sparsity learning: a surrogate composite quantile regression approach (Q6606957) (← links)
• Quantile regression decomposition analysis of disparity research using complex survey data: application to disparities in BMI and telomere length between U.S. minority and white population groups (Q6616337) (← links)
• Incorporating Graphical Structure of Predictors in Sparse Quantile Regression (Q6617798) (← links)
• Efficient Estimation for Models With Nonlinear Heteroscedasticity (Q6620970) (← links)
• Single-Index-Based CoVaR With Very High-Dimensional Covariates (Q6623175) (← links)
• Profile composite quantile regression and variable selection for longitudinal data single-index models (Q6624094) (← links)
• Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach (Q6626228) (← links)
• Transfer Learning with Large-Scale Quantile Regression (Q6637464) (← links)
• Non-crossing quantile double-autoregression for the analysis of streaming time series data (Q6641043) (← links)
• The spike-and-slab quantile Lasso for robust variable selection in cancer genomics studies (Q6663858) (← links)
• Bayesian composite \(L^p\)-quantile regression (Q6667542) (← links)