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A penalized approach to covariate selection through quantile regression coefficient models - MaRDI portal

A penalized approach to covariate selection through quantile regression coefficient models (Q4971512)

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scientific article; zbMATH DE number 7259253
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A penalized approach to covariate selection through quantile regression coefficient models
scientific article; zbMATH DE number 7259253

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    A penalized approach to covariate selection through quantile regression coefficient models (English)
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    12 October 2020
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    inspiratory capacity
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    Lasso penalty
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    penalized integrated loss minimization (\text{PILM})
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    penalized quantile regression coefficients modelling \((\text{QRCM}_p)\)
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    tuning parameter selection
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