Variable selection in quantile varying coefficient models with longitudinal data
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- repec:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-015-0736-5 is not listed on IDEAS
- repec:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-017-0525-7 is not listed on IDEAS
- Hu Yang & Chaohui Guo & Jing Lv, 2016. "Variable selection for generalized varying coefficient models with longitudinal data," Statistical Papers, Springer, vol. 57(1), pages 115-132, March.
- Jiang, Rong & Qian, Wei-Min, 2016. "Quantile regression for single-index-coefficient regression models," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 305-317.
- Zhao, Yan-Yong & Lin, Jin-Guan & Huang, Xing-Fang & Wang, Hong-Xia, 2016. "Adaptive jump-preserving estimates in varying-coefficient models," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 65-80.
- Jiang, Rong & Zhou, Zhan-Gong & Qian, Wei-Min & Chen, Yong, 2013. "Two step composite quantile regression for single-index models," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 180-191.
More about this item
KeywordsAdaptive LASSO; Basis spline; Longitudinal data; Penalized estimation;
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