Variable selection in high-dimensional quantile varying coefficient models

DOI10.1016/j.jmva.2013.07.015zbMath1279.62049OpenAlexW2062199701WikidataQ57425216 ScholiaQ57425216MaRDI QIDQ391871

Huixia Judy Wang, Yanlin Tang, Xin-Yuan Song, Zhong-yi Zhu

Publication date: 13 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.015

zbMATH Keywords

linear programmingB-splinesnonparametricLASSO

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of mathematical programming (90C90) Statistical ranking and selection procedures (62F07)

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