Pages that link to "Item:Q4975344"

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

Displaying 50 items.

• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
• Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
• Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
• Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
• Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
• Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
• Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
• Hypothesis testing of varying coefficients for regional quantiles (Q830106) (← links)
• Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968) (← links)
• Locating multiple interacting quantitative trait loci using robust model selection (Q1020750) (← links)
• Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
• Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
• A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
• Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
• Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
• Estimation and clustering for partially heterogeneous single index model (Q2062400) (← links)
• Parametric modeling of quantile regression coefficient functions with count data (Q2066707) (← links)
• Efficient information-based criteria for model selection in quantile regression (Q2126036) (← links)
• Inference in functional linear quantile regression (Q2140865) (← links)
• Function-on-function partial quantile regression (Q2163503) (← links)
• Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses (Q2189749) (← links)
• Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656) (← links)
• Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines (Q2209869) (← links)
• Sparse model identification and learning for ultra-high-dimensional additive partially linear models (Q2274941) (← links)
• Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)
• Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
• On the predictive risk in misspecified quantile regression (Q2330755) (← links)
• Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
• Weak consistency of modified versions of Bayesian information criterion in a sparse linear regression (Q2905811) (← links)
• A new model selection procedure based on dynamic quantile regression (Q2953289) (← links)
• Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection (Q2979579) (← links)
• Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
• Wilcoxon-type generalized Bayesian information criterion (Q3613160) (← links)
• Performance of Variable Selection Methods in Regression Using Variations of the Bayesian Information Criterion (Q3625275) (← links)
• Subset selection in quantile regression analysis via alternative Bayesian information criteria and heuristic optimization (Q4595891) (← links)
• Estimation and variable selection in single-index composite quantile regression (Q4607357) (← links)
• A penalized approach to covariate selection through quantile regression coefficient models (Q4971512) (← links)
• Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data (Q4999156) (← links)
• Adaptive elastic-net selection in a quantile model with diverging number of variable groups (Q4999858) (← links)
• Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data (Q5037835) (← links)
• (Q5037983) (← links)
• Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates (Q5079906) (← links)
• FUNCTION-ON-FUNCTION LINEAR QUANTILE REGRESSION (Q5083712) (← links)
• Shrinkage estimation for identification of linear components in composite quantile additive models (Q5083888) (← links)
• Variable screening for ultrahigh dimensional censored quantile regression (Q5107331) (← links)
• Functional Censored Quantile Regression (Q5130633) (← links)
• A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
• (Q5149019) (← links)
• FUNCTIONAL ADDITIVE QUANTILE REGRESSION (Q5155190) (← links)
• Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression (Q5881979) (← links)