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Variable selection in high-dimensional partially linear additive models for composite quantile regression - MaRDI portal

Variable selection in high-dimensional partially linear additive models for composite quantile regression (Q1800107)

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scientific article; zbMATH DE number 6958964
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Variable selection in high-dimensional partially linear additive models for composite quantile regression
scientific article; zbMATH DE number 6958964

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    Variable selection in high-dimensional partially linear additive models for composite quantile regression (English)
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    19 October 2018
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    adaptive Lasso
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    composite quantile regression
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    high-dimension
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    semiparametric additive partial linear model
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    spline approximation
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    variable selection
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