Regularized quantile regression and robust feature screening for single index models
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Publication:3465094
DOI10.5705/ss.2014.049zbMath1419.62096OpenAlexW2041982318WikidataQ36631450 ScholiaQ36631450MaRDI QIDQ3465094
Wei Zhong, Run-Ze Li, Heng-Jian Cui, Li-ping Zhu
Publication date: 28 January 2016
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4771381
distance correlationsure screening propertyultrahigh dimensionalitypenalized quantile regressionsingle index models
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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