Pages that link to "Item:Q4916453"

The following pages link to Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453):

Displaying 50 items.

• Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
• Adaptive robust variable selection (Q2448733) (← links)
• Adaptive Lasso estimators for ultrahigh dimensional generalized linear models (Q2453901) (← links)
• Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
• Multiply robust subgroup identification for longitudinal data with dropouts via median regression (Q2657198) (← links)
• RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788) (← links)
• High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
• Smoothed quantile regression with large-scale inference (Q2682954) (← links)
• Variable selection in additive quantile regression using nonconcave penalty (Q2953973) (← links)
• (Q2958600) (← links)
• Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (Q4559700) (← links)
• A penalized approach to covariate selection through quantile regression coefficient models (Q4971512) (← links)
• Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344) (← links)
• Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening (Q4975579) (← links)
• Adaptive elastic-net selection in a quantile model with diverging number of variable groups (Q4999858) (← links)
• Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
• Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data (Q5037835) (← links)
• Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data (Q5040521) (← links)
• CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION (Q5066778) (← links)
• A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator (Q5066792) (← links)
• Adaptive elastic net-penalized quantile regression for variable selection (Q5077881) (← links)
• Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data (Q5077985) (← links)
• Estimation and variable selection for a class of quantile regression models with multiple index (Q5079029) (← links)
• An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity (Q5083335) (← links)
• Robust variable selection based on the random quantile LASSO (Q5086334) (← links)
• Variable screening for ultrahigh dimensional censored quantile regression (Q5107331) (← links)
• A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
• (Q5149019) (← links)
• (Q5149040) (← links)
• FUNCTIONAL ADDITIVE QUANTILE REGRESSION (Q5155190) (← links)
• The Lasso for High Dimensional Regression with a Possible Change Point (Q5743231) (← links)
• Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
• Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes (Q5875307) (← links)
• Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems (Q5881153) (← links)
• Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)
• Data Integration in High Dimension With Multiple Quantiles (Q6039864) (← links)
• Forward variable selection for ultra-high dimensional quantile regression models (Q6046050) (← links)
• High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
• Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound (Q6051308) (← links)
• Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations (Q6053998) (← links)
• Jackknife model averaging for high‐dimensional quantile regression (Q6056143) (← links)
• Group structure detection for a high‐dimensional panel data model (Q6059399) (← links)
• ADMM for Penalized Quantile Regression in Big Data (Q6064701) (← links)
• Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
• Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression (Q6091721) (← links)
• Sparse and robust estimation with ridge minimax concave penalty (Q6092060) (← links)
• Quantile forward regression for high-dimensional survival data (Q6092305) (← links)
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations (Q6105768) (← links)
• Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis (Q6107193) (← links)
• Sparse quantile regression (Q6108347) (← links)