Variable selection in censored quantile regression with high dimensional data

DOI10.1007/s11425-016-9016-7zbMath1392.62115OpenAlexW2743514101MaRDI QIDQ1635848

Yanlin Tang, Yali Fan, Zhong-yi Zhu

Publication date: 1 June 2018

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-9016-7

zbMATH Keywords

quantile regressioncensoringhigh-dimensional dataadaptive Lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)

Uses Software

• quantreg

Cites Work

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