Binary quantile regression and variable selection: A new approach
DOI10.1080/07474938.2017.1417701zbMath1490.62414OpenAlexW2791350446MaRDI QIDQ5860953
Jian He, Katerina Aristodemou, Ke-ming Yu
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://bura.brunel.ac.uk/handle/2438/17162
quantile regressionvariable selectioniteratively reweighted least squaresbinary regressionadaptive Lassosmoothed maximum score estimatorwork trip mode choice
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)
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