Screen then select: a strategy for correlated predictors in high-dimensional quantile regression (Q6570338)
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scientific article; zbMATH DE number 7879275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Screen then select: a strategy for correlated predictors in high-dimensional quantile regression |
scientific article; zbMATH DE number 7879275 |
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Screen then select: a strategy for correlated predictors in high-dimensional quantile regression (English)
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10 July 2024
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correlation
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feature screening
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likelihood-based criterion
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quantile ridge regression
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variable selection
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