Adaptive sup-norm regularized simultaneous multiple quantiles regression

DOI10.1080/02331888.2012.719512zbMath1367.62110OpenAlexW2086917205MaRDI QIDQ5169749

Sungwan Bang, Myoungshic Jhun Jhun

Publication date: 11 July 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.719512

zbMATH Keywords

regularizationsup-normvariable selectionmultiple quantiles regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Order statistics; empirical distribution functions (62G30)

Related Items (5)

Hierarchically penalized quantile regression with multiple responses ⋮ Regularization and model selection for quantile varying coefficient model with categorical effect modifiers ⋮ Simultaneous estimation for non-crossing multiple quantile regression with right censored data ⋮ Model-based recursive partitioning algorithm to penalized non-crossing multiple quantile regression for the right-censored data ⋮ Unified Noncrossing Multiple Quantile Regressions Tree

Cites Work

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• Model Selection and Estimation in Regression with Grouped Variables

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