Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:jmvana:v:164:y:2018:i:c:p:54-64 is not listed on IDEAS
- Sherwood, Ben, 2016. "Variable selection for additive partial linear quantile regression with missing covariates," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 206-223.
- Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2016.
"The lasso for high dimensional regression with a possible change point,"
Journal of the Royal Statistical Society Series B,
Royal Statistical Society, vol. 78(1), pages 193-210, January.
- Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2014. "The lasso for high-dimensional regression with a possible change-point," CeMMAP working papers CWP26/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- repec:eee:csdana:v:115:y:2017:i:c:p:136-154 is not listed on IDEAS
- Demian Pouzo, 2015. "On the Non-Asymptotic Properties of Regularized M-estimators," Papers 1512.06290, arXiv.org, revised Oct 2016.
- repec:spr:aistmt:v:69:y:2017:i:4:d:10.1007_s10463-016-0566-9 is not listed on IDEAS
- repec:spr:aistmt:v:70:y:2018:i:3:d:10.1007_s10463-017-0599-8 is not listed on IDEAS
- repec:eee:jmvana:v:165:y:2018:i:c:p:1-13 is not listed on IDEAS
- He, Qianchuan & Kong, Linglong & Wang, Yanhua & Wang, Sijian & Chan, Timothy A. & Holland, Eric, 2016. "Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 222-239.
- Xiang Zhang & Yichao Wu & Lan Wang & Runze Li, 2016. "Variable selection for support vector machines in moderately high dimensions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 53-76, January.
- repec:spr:coopap:v:70:y:2018:i:1:d:10.1007_s10589-017-9977-7 is not listed on IDEAS
- Tang, Yanlin & Wang, Huixia Judy & Zhu, Zhongyi, 2013. "Variable selection in quantile varying coefficient models with longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 435-449.
- repec:eee:stapro:v:137:y:2018:i:c:p:304-311 is not listed on IDEAS
- Lian, Heng & Meng, Jie & Fan, Zengyan, 2015. "Simultaneous estimation of linear conditional quantiles with penalized splines," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 1-21.
- Zhaoping Hong & Yuao Hu & Heng Lian, 2013. "Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(7), pages 887-908, October.
- repec:bla:istatr:v:85:y:2017:i:3:p:494-518 is not listed on IDEAS
- Yao, Fang & Sue-Chee, Shivon & Wang, Fan, 2017. "Regularized partially functional quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 156(C), pages 39-56.
- Kaul, Abhishek & Koul, Hira L., 2015. "Weighted ℓ1-penalized corrected quantile regression for high dimensional measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 72-91.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016. "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers 1603.00235, arXiv.org, revised Dec 2016.
- Xia, Xiaochao & Liu, Zhi & Yang, Hu, 2016. "Regularized estimation for the least absolute relative error models with a diverging number of covariates," Computational Statistics & Data Analysis, Elsevier, vol. 96(C), pages 104-119.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:jnlasa:v:107:y:2012:i:497:p:214-222. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst). General contact details of provider: http://www.tandfonline.com/UASA20 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.