Regularization and model selection for quantile varying coefficient model with categorical effect modifiers

DOI10.1016/j.csda.2014.05.003zbMath1506.62211OpenAlexW2037181844MaRDI QIDQ1623652

Weihua Zhao, Ri-quan Zhang, Ji-cai Liu

Publication date: 23 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2014.05.003

zbMATH Keywords

quantile regressionvariable selectionvarying coefficient modelfused Lassocategorical effect modifiers

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Related Items (2)

Modelling heterogeneity: on the problem of group comparisons with logistic regression and the potential of the heterogeneous choice model ⋮ Adaptive fused LASSO in grouped quantile regression

Uses Software

• CasANOVA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Variable selection of the quantile varying coefficient regression models
• Sparsity with sign-coherent groups of variables via the cooperative-Lasso
• Group variable selection via a hierarchical lasso and its oracle property
• Statistical methods with varying coefficient models
• Component selection and smoothing in multivariate nonparametric regression
• A simple approach for varying-coefficient model selection
• SCAD-penalized regression in high-dimensional partially linear models
• Statistical estimation in varying coefficient models
• Interquantile shrinkage and variable selection in quantile regression
• On the asymptotics of constrained \(M\)-estimation
• Variable selection of varying coefficient models in quantile regression
• Variable selection in quantile varying coefficient models with longitudinal data
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Penalized regression, standard errors, and Bayesian Lassos
• Bayesian regularized quantile regression
• Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
• Adaptive semi-varying coefficient model selection
• Noncrossing quantile regression curve estimation
• Simultaneous Factor Selection and Collapsing Levels in ANOVA
• A group bridge approach for variable selection
• Regression Quantiles
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Sparsity and Smoothness Via the Fused Lasso
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Bayesian adaptive Lasso quantile regression
• Adaptive sup-norm regularized simultaneous multiple quantiles regression
• Shrinkage Estimation of the Varying Coefficient Model
• Regularization and Variable Selection Via the Elastic Net
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• Model Selection and Estimation in Regression with Grouped Variables

This page was built for publication: Regularization and model selection for quantile varying coefficient model with categorical effect modifiers