Pages that link to "Item:Q1948168"

The following pages link to Adaptive penalized quantile regression for high dimensional data (Q1948168):

Displaying 32 items.

• TENET: tail-event driven network risk (Q281059) (← links)
• Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
• Adaptive and reversed penalty for analysis of high-dimensional correlated data (Q823261) (← links)
• Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
• Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
• Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968) (← links)
• Quantile regression for additive coefficient models in high dimensions (Q1686242) (← links)
• High dimensional censored quantile regression (Q1747740) (← links)
• Advanced algorithms for penalized quantile and composite quantile regression (Q1995843) (← links)
• Elastic net penalized quantile regression model (Q2020507) (← links)
• Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
• A smoothing iterative method for quantile regression with nonconvex \(\ell_p\) penalty (Q2358473) (← links)
• Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
• The growth rate of significant regressors for high dimensional data (Q2637360) (← links)
• Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model (Q2828773) (← links)
• The adaptive BerHu penalty in robust regression (Q2832013) (← links)
• Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
• Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection (Q2979579) (← links)
• (Q3175709) (← links)
• Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors (Q4562735) (← links)
• Dantzig-type penalization for multiple quantile regression with high dimensional covariates (Q4601243) (← links)
• A penalized approach to covariate selection through quantile regression coefficient models (Q4971512) (← links)
• Adaptive elastic-net selection in a quantile model with diverging number of variable groups (Q4999858) (← links)
• Variable selection in heteroscedastic single-index quantile regression (Q5075471) (← links)
• Penalized high‐dimensional M‐quantile regression: From <i>L</i>¹ to <i>L</i>^<i>p</i> optimization (Q5094256) (← links)
• Quantile function regression and variable selection for sparse models (Q5094272) (← links)
• Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations (Q6053998) (← links)
• Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates (Q6069869) (← links)
• Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
• Variable selection in the single-index quantile regression model with high-dimensional covariates (Q6116478) (← links)
• Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression (Q6554253) (← links)
• Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition (Q6670794) (← links)