Shrinkage estimation of varying covariate effects based on quantile regression

DOI10.1007/s11222-013-9406-4zbMath1322.62192OpenAlexW1987168924WikidataQ34362794 ScholiaQ34362794MaRDI QIDQ746335

Jinfeng Xu, Nancy Kutner, Limin Peng

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4201656

zbMATH Keywords

quantile regressionshrinkage estimationcensoringvariable selectionadaptive-LASSOvarying covariate effects

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01) Order statistics; empirical distribution functions (62G30)

Related Items (7)

Assessing quantile prediction with censored quantile regression models ⋮ Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits ⋮ Globally adaptive quantile regression with ultra-high dimensional data ⋮ Censored quantile regression processes under dependence and penalization ⋮ High dimensional censored quantile regression ⋮ A two-stage procedure to pool information across quantile levels in linear quantile regression ⋮ Transformed Dynamic Quantile Regression on Censored Data

Uses Software

• quantreg
• cmprskQR

Cites Work

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