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 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 ◽

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Copula and composite quantile regression-based estimating equations for longitudinal data

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-020-00756-1 ◽

2020 ◽

Author(s):

Kangning Wang ◽

Wen Shan

Keyword(s):

Longitudinal Data ◽

Quantile Regression ◽

Estimating Equations ◽

Composite Quantile Regression

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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 ◽

Author(s):

Huilan Liu ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Composite Quantile Regression ◽

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Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data

Statistical Papers ◽

10.1007/s00362-017-0970-0 ◽

2017 ◽

Vol 61 (3) ◽

pp. 967-995 ◽

Author(s):

Kangning Wang ◽

Xiaofei Sun

Keyword(s):

Parameter Estimation ◽

Variable Selection ◽

Longitudinal Data ◽

Quantile Regression ◽

Regression Model ◽

Varying Coefficient ◽

Quantile Regression Model ◽

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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 ◽

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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 ◽

Author(s):

Riquan Zhang ◽

Yazhao Lv ◽

Weihua Zhao ◽

Jicai Liu

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Composite Quantile Regression ◽

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Variable selection via composite quantile regression with dependent errors

Statistica Neerlandica ◽

10.1111/stan.12035 ◽

2014 ◽

Vol 69 (1) ◽

pp. 1-20 ◽

Author(s):

Yanlin Tang ◽

Xinyuan Song ◽

Zhongyi Zhu

Keyword(s):

Variable Selection ◽

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 ◽

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 ◽

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 ◽

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Gaussian copula based composite quantile regression in semivarying models with longitudinal data

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2020.1758944 ◽

2020 ◽

pp. 1-23

Author(s):

Kangning Wang ◽

Haotian Jin ◽

Xiaofei Sun

Keyword(s):

Longitudinal Data ◽

Quantile Regression ◽

Gaussian Copula ◽

Composite Quantile Regression

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