Variable selection of varying coefficient models in quantile regression

Electronic Journal of Statistics ◽

10.1214/12-ejs709 ◽

2012 ◽

Vol 6 (0) ◽

pp. 1220-1238 ◽

Author(s):

Hohsuk Noh ◽

Kwanghun Chung ◽

Ingrid Van Keilegom

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models

10.1080/02331888.2017.1314482 ◽

2017 ◽

Vol 51 (6) ◽

pp. 1179-1199 ◽

Author(s):

Jing Yang ◽

Fang Lu ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Robust Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Partially Linear

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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 ◽

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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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 ◽

Author(s):

Hu Yang ◽

Jing Lv ◽

Chaohui Guo

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Regression Estimation ◽

Varying Coefficient Models ◽

Composite Quantile Regression ◽

Varying Coefficient ◽

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Robust variable selection of varying coefficient partially nonlinear model based on quantile regression

Statistics and Its Interface ◽

10.4310/18-sii558 ◽

2019 ◽

Vol 12 (3) ◽

pp. 397-413

Author(s):

Jing Yang ◽

Fang Lu ◽

Guoliang Tian ◽

Xuewen Lu ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Nonlinear Model ◽

Varying Coefficient ◽

Model Based ◽

Partially Nonlinear Model ◽

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Robust variable selection of varying coefficient partially nonlinear model based on quantile regression

Statistics and Its Interface ◽

10.4310/sii.2019.v12.n3.a5 ◽

2019 ◽

Vol 12 (3) ◽

pp. 397-413 ◽

Author(s):

Jing Yang ◽

Fang Lu ◽

Guoliang Tian ◽

Xuewen Lu ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Nonlinear Model ◽

Varying Coefficient ◽

Model Based ◽

Partially Nonlinear Model ◽

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Quantile regression and variable selection for single-index varying-coefficient models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2015.1124116 ◽

2017 ◽

Vol 46 (6) ◽

pp. 4637-4653 ◽

Author(s):

Jing Yang ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Single Index ◽

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Automatic variable selection for varying coefficient models with longitudinal data

Statistics & Probability Letters ◽

10.1016/j.spl.2016.07.012 ◽

2016 ◽

Vol 119 ◽

pp. 84-90 ◽

Author(s):

Ruiqin Tian ◽

Liugen Xue ◽

Dengke Xu

Keyword(s):

Variable Selection ◽

Longitudinal Data ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Quickly variable selection for varying coefficient models with missing response at random

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2014.922989 ◽

2018 ◽

Vol 47 (10) ◽

pp. 2327-2336

Author(s):

Jian Wu ◽

Liugen Xue ◽

Peixin Zhao

Keyword(s):

Variable Selection ◽

Varying Coefficient Models ◽

Missing Response ◽

Varying Coefficient ◽

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Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data

Statistics & Probability Letters ◽

10.1016/j.spl.2014.09.008 ◽

2015 ◽

Vol 96 ◽

pp. 21-27

Author(s):

Peng Lai ◽

Jie Meng ◽

Heng Lian

Keyword(s):

Time Series ◽

Variable Selection ◽

Time Series Data ◽

Polynomial Spline ◽

Series Data ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Variable Selection And Estimation

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Marginal quantile regression for varying coefficient models with longitudinal data

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-018-0684-7 ◽

2018 ◽

Vol 72 (1) ◽

pp. 213-234 ◽

Author(s):

Weihua Zhao ◽

Weiping Zhang ◽

Heng Lian

Keyword(s):

Longitudinal Data ◽

Quantile Regression ◽

Varying Coefficient Models ◽

Varying Coefficient

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