Quantile regression for additive coefficient models in high dimensions

DOI10.1016/j.jmva.2017.11.001zbMath1499.62131OpenAlexW2769395520MaRDI QIDQ1686242

Zengyan Fan, Heng Lian

Publication date: 21 December 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2017.11.001

zbMATH Keywords

quantile regressionB-splinesvariable selectionhigh-dimensional modelSCADadditive coefficient models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Uses Software

• gglasso

Cites Work

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• A fast unified algorithm for solving group-lasso penalize learning problems
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