Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
type: Item
instance of: scholarly article
title: Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
zbMATH Open document ID: 1393.62015
author: Chaohui Guo
author: Hu Yang
author: Jing Lv
published in: Statistical Papers
publication date: 2017-12-13T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6818214
zbMATH Keywords: high dimensionality
zbMATH Keywords: model selection
zbMATH Keywords: oracle property
zbMATH Keywords: SCAD
zbMATH Keywords: varying coefficient model
zbMATH Keywords: weighted composite quantile regression
MaRDI profile type: Publication
full work available at URL: s00362-015-0736-5
OpenAlex ID: W2202644012
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DOI: 10.1007/S00362-015-0736-5
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description: scientific article; zbMATH DE number 6818214