Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations

DOI10.1016/j.jmva.2017.11.005zbMath1390.62070OpenAlexW2773366406MaRDI QIDQ1742727

Yong Zhou, Shucong Zhang

Publication date: 12 April 2018

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2017.11.005

zbMATH Keywords

varying coefficient modelsultrahigh dimensionalityconditional quantile correlationconditional quantile screening

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data

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