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Regularized Quantile Regression and Robust Feature Screening for Single Index Models

We propose both a penalized quantile regression and an independence screening procedure to identify important covariates and to exclude unimportant ones for a general class of ultrahigh dimensional single-index models, in which the conditional distribution of the response depends on the covariates v...

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Dades bibliogràfiques
Publicat a:Stat Sin
Autors principals: Zhong, Wei, Zhu, Liping, Li, Runze, Cui, Hengjian
Format: Artigo
Idioma:Inglês
Publicat: 2016
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC4771381/
https://ncbi.nlm.nih.gov/pubmed/26941542
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.2014.049
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