Adaptive group Lasso selection in quantile models

DOI10.1007/s00362-016-0832-1zbMath1411.62185arXiv1601.08065OpenAlexW2962830840MaRDI QIDQ2633421

Gabriela Ciuperca

Publication date: 8 May 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.08065

zbMATH Keywords

group selectionselection consistencyadaptive Lassooracle propertiesquantile model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (10)

Variable selection in high-dimensional linear model with possibly asymmetric errors ⋮ Test by adaptive Lasso quantile method for real-time detection of a change-point ⋮ Automatic selection by penalized asymmetric L _q -norm in a high-dimensional model with grouped variables ⋮ Detection of similar successive groups in a model with diverging number of variable groups ⋮ Elastic net penalized quantile regression model ⋮ Optimal EMG placement for a robotic prosthesis controller with sequential, adaptive functional estimation (SAFE) ⋮ Adaptive sparse group LASSO in quantile regression ⋮ Quantile regression feature selection and estimation with grouped variables using Huber approximation ⋮ Group penalized quantile regression ⋮ Adaptive elastic-net selection in a quantile model with diverging number of variable groups

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