High-dimensional Varying Index Coefficient Quantile Regression Model
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Publication:5066766
DOI10.5705/ss.202020.0170OpenAlexW3173550393MaRDI QIDQ5066766
Publication date: 30 March 2022
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202020.0170
quantile regressionhigh-dimensional datapenaltysemi-parametric regressionvarying index coefficient model
Related Items (4)
Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models ⋮ Extreme quantile regression for tail single-index varying-coefficient models ⋮ Semiparametric function-on-function quantile regression model with dynamic single-index interactions ⋮ Robust variable selection for the varying index coefficient models
Uses Software
Cites Work
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