Regularized simultaneous model selection in multiple quantiles regression

Computational Statistics and Data Analysis

Volumn 52, Issue 12, 2008, Pages 5296-5304

  Zou, Hui ^a   Yuan, Ming ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

GENE EXPRESSION; REGRESSION ANALYSIS; STATISTICAL METHODS;

CONDITIONAL QUANTILES; COVARIATES; ELSEVIER (CO); GENE EXPRESSION DATA ANALYSIS; MATRIX NORMS; NOVEL REGULARIZATION METHOD; REGRESSION (R2); SIMULTANEOUS MODEL; STRENGTH (IGC: D5/D6);

FOOD PROCESSING;

EID: 47749088574     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.05.013     Document Type: Article

References (22)

1. Breiman L., and Friedman J. Predicting multiple responses in multiple linear regression (with discussion). Journal of the Royal Statistical Society: Series B 59 (1997) 3-54
2. Fan J., and Li R. Variable selection via nonconcave penalized likelihood and its oracle properties. Journal of the American Statistical Association 96 (2001) 1348-1360
3. Fan, J., Lv, J., 2008. Sure independence screening for ultra-high dimensional feature space (with discussion). Journal of the Royal Statistical Society, Series B (in press)
4. Hastie T., Tibshirani R., and Friedman J. The Elements of Statistical Learning; Data mining, Inference and Prediction (2001), Springer Verlag, New York
5. He X., Ng P., and Portnoy S. Bivariate quantile smoothing splines. Journal of the Royal Statistical Society, Series B 60 (1998) 537-550
6. Koenker R. Quantile regression for longitudinal data. Journal of Multivariate Analysis 91 (2004) 74-89
7. Koenker R. Quantile Regression. Econometric Society Monograph Series (2005), Cambridge University Press
8. Koenker R., and Bassett G. Regression quantiles. Econometrica 4 (1978) 33-50
9. Koenker R., and Geling R. Reappraising medfly longevity: A quantile regression survival analysis. Journal of the American Statistical Association 96 (2001) 458-468
10. Koenker R., and Hallock K. Quantile regression. Journal of Economic Perspectives 15 (2001) 143-156
11. Koenker R., Ng P., and Portnoy S. Quantile smoothing splines. Biometrika 81 (1994) 673-680
12. Li Y., Liu Y., and Zhu J. Quantile regression in reproducing kernel hilbert spaces. Journal of the American Statistical Association 102 (2007) 255-268
13. 1 norm quantile regression. Journal of Computational and Graphical Statistics 17 (2008) 163-185
14. Meyer M., and Woodroofe M. On the degrees of freedom in shape-restricted regression. The Annals of Statistics 28 (2000) 1083-1104
15. Redfern C., Degtyarev M., Kwa A., Salomonis N., Cotte N., Nanevicz T., Fidelman N., Desai K., Vranizan K., Lee E., Coward P., Shah N., Warrington J., Fishman G., Bernstein D., Baker A., and Conklin B. Conditional expression of a gi-coupled receptor causes ventricular conduction delay and a lethal cardiomyopathy. PNAS 97 (2000) 4826-4831
16. Segal M., Kam D., and Bruce C. Regression approaches for microarray data analysis. Journal of Computational Biology 10 6 (2003) 961-980
17. Tibshirani R. Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society, Series B 58 (1996) 267-288
18. Turlach B., Venables W., and Wright S. Simultaneous variable selection. Technometrics 47 (2005) 349-363
19. Yuan M. GACV for quantile smooting splines. Computational Statistics and Data Analysis 50 (2006) 813-829
20. Yuan M., and Lin Y. Model selection and estimation in regression with grouped variables. Journal of the Royal Statistical Society, Series B 68 (2006) 49-67
21. Zhang H., Liu Y., Wu Y., and Zhu J. Variable selection for multicategory svm via sup-norm regularization. Electronic Journal of Statistics 2 (2008) 149-167
22. ∞-norm support vector machine. Statisitca Sinica 18 (2008) 379-398