Pages that link to "Item:Q2513796"

The following pages link to Simultaneous variable selection and parametric estimation for quantile regression (Q2513796):

Displaying 12 items.

• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
• Variable selection in quantile regression when the models have autoregressive errors (Q488595) (← links)
• Simultaneous estimation and variable selection in median regression using Lasso-type penalty (Q904101) (← links)
• Regularized simultaneous model selection in multiple quantiles regression (Q1023905) (← links)
• Interquantile shrinkage and variable selection in quantile regression (Q1615197) (← links)
• Simultaneous estimation of quantile curves using quantile sheets (Q1633277) (← links)
• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty (Q1727908) (← links)
• Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)
• Variable selection in additive quantile regression using nonconcave penalty (Q2953973) (← links)
• (Q4882009) (← links)
• Quantile function regression and variable selection for sparse models (Q5094272) (← links)
• A simultaneous estimation and variable selection rule (Q5931143) (← links)