Pages that link to "Item:Q4975344"

The following pages link to Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344):

Displaying 32 items.

• 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)
• Tensor Response Quantile Regression with Neuroimaging Data (Q6079679) (← links)
• Quantile forward regression for high-dimensional survival data (Q6092305) (← links)
• One-step sparse estimates in the reverse penalty for high-dimensional correlated data (Q6099504) (← links)
• Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
• Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (Q6113515) (← links)
• Model averaging for support vector classifier by cross-validation (Q6117027) (← links)
• Variable selection for nonparametric quantile regression via measurement error model (Q6120382) (← links)
• Forward selection for feature screening and structure identification in varying coefficient models (Q6133729) (← links)
• A multi-kink quantile regression model with common structure for panel data analysis (Q6150510) (← links)
• High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms (Q6184871) (← links)
• Additive partially linear models for ultra-high-dimensional regression (Q6541498) (← links)
• Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach (Q6542443) (← links)
• High-dimensional model averaging for quantile regression (Q6554768) (← links)
• Screen then select: a strategy for correlated predictors in high-dimensional quantile regression (Q6570338) (← links)
• Group sparse structural smoothing recovery: model, statistical properties and algorithm (Q6570353) (← links)
• Robust integrative analysis via quantile regression with homogeneity and sparsity (Q6616189) (← links)
• An efficient model-free approach to interaction screening for high dimensional data (Q6617514) (← links)
• Identifying important gene signatures of BMI using network structure-aided nonparametric quantile regression (Q6617521) (← links)
• Penalized weighted smoothed quantile regression for high-dimensional longitudinal data (Q6618491) (← links)
• Locally Stationary Quantile Regression for Inflation and Interest Rates (Q6620907) (← links)
• Estimation and Inference for Multi-Kink Quantile Regression (Q6620934) (← links)
• Efficient functional Lasso kernel smoothing for high-dimensional additive regression (Q6621545) (← links)
• Rank-based sequential feature selection for high-dimensional accelerated failure time models with main and interaction effects (Q6626705) (← links)
• A model-based multithreshold method for subgroup identification (Q6627149) (← links)
• Subgroup analysis in the heterogeneous Cox model (Q6627923) (← links)
• Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (Q6634847) (← links)
• Bayesian information criterion approximations to Bayes factors for univariate and multivariate logistic regression models (Q6636023) (← links)
• Exploration of heterogeneous treatment effects via concave fusion (Q6636031) (← links)
• Model-averaging-based semiparametric modeling for conditional quantile prediction (Q6649847) (← links)