Interquantile shrinkage and variable selection in quantile regression

DOI10.1016/j.csda.2013.08.006zbMath1471.62098OpenAlexW2170193555WikidataQ37640714 ScholiaQ37640714MaRDI QIDQ1615197

Howard D. Bondell, Liewen Jiang, Huixia Judy Wang

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3956083

zbMATH Keywords

smoothingquantile regressionvariable selectionoraclefused adaptive Lassofused adaptive sup-norm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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