A coordinate descent algorithm for computing penalized smooth quantile regression

DOI10.1007/s11222-016-9659-9zbMath1384.62261OpenAlexW2390398866MaRDI QIDQ1703802

Karim Oualkacha, Abdallah Mkhadri, Mohamed Ouhourane

Publication date: 7 March 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-016-9659-9

zbMATH Keywords

quantile regressionvariable selectioncoordinate descent algorithmsmooth check function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (5)

Adaptive elastic net-penalized quantile regression for variable selection ⋮ The cluster correlation-network support vector machine for high-dimensional binary classification ⋮ Coordinate majorization descent algorithm for nonconvex penalized regression ⋮ Group penalized quantile regression ⋮ An elastic-net penalized expectile regression with applications

Uses Software

• glmnet
• sparsenet
• QICD
• cvplogistic

Cites Work

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• Sparsity and Smoothness Via the Fused Lasso
• Optimal control computation to account for eccentric movement
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• The Mnet method for variable selection

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