Interquantile shrinkage and variable selection in quantile regression

Computational Statistics and Data Analysis

Volumn 69, Issue , 2014, Pages 208-219

  Jiang, Liewen ^a   Bondell, Howard D ^a   Wang, Huixia Judy ^a  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Fused adaptive Lasso; Fused adaptive sup norm; Oracle; Quantile regression; Smoothing; Variable selection

Indexed keywords

ADAPTIVE LASSOS; FUSED ADAPTIVE SUP-NORM; ORACLE; QUANTILE REGRESSION; SMOOTHING; VARIABLE SELECTION;

ESTIMATION; REGRESSION ANALYSIS;

NUMERICAL METHODS;

EID: 84883715312     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2013.08.006     Document Type: Article

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