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GLOBALLY ADAPTIVE QUANTILE REGRESSION WITH ULTRA-HIGH DIMENSIONAL DATA

Quantile regression has become a valuable tool to analyze heterogeneous covaraite-response associations that are often encountered in practice. The development of quantile regression methodology for high dimensional covariates primarily focuses on examination of model sparsity at a single or multipl...

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Bibliografiske detaljer
Udgivet i:Ann Stat
Main Authors: Zheng, Qi, Peng, Limin, He, Xuming
Format: Artigo
Sprog:Inglês
Udgivet: 2015
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC4654965/
https://ncbi.nlm.nih.gov/pubmed/26604424
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/15-AOS1340
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