Variable selection via composite quantile regression with dependent errors

Yanlin Tang; Xinyuan Song; Zhongyi Zhu

doi:10.1111/stan.12035

Variable selection via composite quantile regression with dependent errors

Statistica Neerlandica ◽

10.1111/stan.12035 ◽

2014 ◽

Vol 69 (1) ◽

pp. 1-20 ◽

Cited By ~ 3

Author(s):

Yanlin Tang ◽

Xinyuan Song ◽

Zhongyi Zhu

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Composite Quantile Regression

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Robust communication-efficient distributed composite quantile regression and variable selection for massive data

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2021.107262 ◽

2021 ◽

pp. 107262

Author(s):

Kangning Wang ◽

Shaomin Li ◽

Benle Zhang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Massive Data ◽

Composite Quantile Regression ◽

Selection For

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Estimation and variable selection in single-index composite quantile regression

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2016.1222424 ◽

2017 ◽

Vol 46 (9) ◽

pp. 7022-7039 ◽

Cited By ~ 2

Author(s):

Huilan Liu ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Composite Quantile Regression ◽

Single Index

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Gradient-induced Model-free Variable Selection with Composite Quantile Regression

Statistica Sinica ◽

10.5705/ss.202016.0222 ◽

2018 ◽

Author(s):

Shaogao Lv ◽

Xin He ◽

Junhui Wang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Free Variable ◽

Composite Quantile Regression ◽

Model Free

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Composite quantile regression and variable selection in single-index coefficient model

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2016.04.003 ◽

2016 ◽

Vol 176 ◽

pp. 1-21 ◽

Cited By ~ 3

Author(s):

Riquan Zhang ◽

Yazhao Lv ◽

Weihua Zhao ◽

Jicai Liu

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Composite Quantile Regression ◽

Single Index

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Copula based composite quantile regression for longitudinal data and variable selection

Scientia Sinica Mathematica ◽

10.1360/n012018-00298 ◽

2020 ◽

Vol 50 (8) ◽

pp. 1097

Author(s):

Lin Lu ◽

Wang Kangning ◽

Li Shaomin

Keyword(s):

Variable Selection ◽

Longitudinal Data ◽

Quantile Regression ◽

Composite Quantile Regression

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Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression

Statistical Papers ◽

10.1007/s00362-015-0736-5 ◽

2015 ◽

Vol 58 (4) ◽

pp. 1009-1033 ◽

Cited By ~ 4

Author(s):

Chaohui Guo ◽

Hu Yang ◽

Jing Lv

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

High Dimensional ◽

Varying Coefficient Models ◽

Composite Quantile Regression ◽

Varying Coefficient

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Composite quantile regression and variable selection of the partial linear single-index models

Scientia Sinica Mathematica ◽

10.1360/012014-52 ◽

2014 ◽

Vol 44 (12) ◽

pp. 1299-1322 ◽

Cited By ~ 2

Author(s):

JiCai LIU ◽

YaZhao LV ◽

WeiHua ZHAO ◽

RiQuan ZHANG

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Composite Quantile Regression ◽

Single Index ◽

Single Index Models ◽

Partial Linear ◽

Selection Of

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Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity

Journal of the Korean Statistical Society ◽

10.1016/j.jkss.2014.05.005 ◽

2015 ◽

Vol 44 (1) ◽

pp. 77-94 ◽

Cited By ~ 5

Author(s):

Hu Yang ◽

Jing Lv ◽

Chaohui Guo

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Regression Estimation ◽

Varying Coefficient Models ◽

Composite Quantile Regression ◽

Varying Coefficient ◽

Selection For

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Improved composite quantile regression and variable selection with nonignorable dropouts

Random Matrices Theory and Application ◽

10.1142/s2010326322500101 ◽

2021 ◽

Author(s):

Wei Ma ◽

Lei Wang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Composite Quantile Regression

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Variable selection and coefficient estimation via composite quantile regression with randomly censored data

Statistics & Probability Letters ◽

10.1016/j.spl.2011.10.017 ◽

2012 ◽

Vol 82 (2) ◽

pp. 308-317 ◽

Cited By ~ 19

Author(s):

Rong Jiang ◽

Weimin Qian ◽

Zhangong Zhou

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Censored Data ◽

Composite Quantile Regression ◽

Coefficient Estimation ◽

Randomly Censored Data ◽

Randomly Censored

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