Variable selection of the quantile varying coefficient regression models

DOI10.1016/j.jkss.2012.11.003zbMath1294.62102OpenAlexW2002083831MaRDI QIDQ395876

Weihua Zhao, Yazhao Lv, Ri-quan Zhang, Ji-cai Liu

Publication date: 7 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2012.11.003

zbMATH Keywords

quantile regressionvariable selectionBICvarying coefficient modeloracle propertiesQKLASSO

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items (8)

Regularization and model selection for quantile varying coefficient model with categorical effect modifiers ⋮ A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction ⋮ Estimation in partial linear model with spline modal function ⋮ Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression ⋮ Subset selection in multiple linear regression models: a hybrid of genetic and simulated annealing algorithms ⋮ Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity ⋮ Marginal quantile regression for varying coefficient models with longitudinal data ⋮ Penalized kernel quantile regression for varying coefficient models

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