Robust Variable Selection Based on Penalized Composite Quantile Regression for High-Dimensional Single-Index Models
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Cited by:
- Snezhana Gocheva-Ilieva & Atanas Ivanov & Hristina Kulina, 2023. "Special Issue “Statistical Data Modeling and Machine Learning with Applications II”," Mathematics, MDPI, vol. 11(12), pages 1-4, June.
- Shuanghua Luo & Yuxin Yan & Cheng-yi Zhang, 2024. "Two-Stage Estimation of Partially Linear Varying Coefficient Quantile Regression Model with Missing Data," Mathematics, MDPI, vol. 12(4), pages 1-15, February.
- Yunquan Song & Hang Su & Minmin Zhan, 2024. "Local Walsh-average-based Estimation and Variable Selection for Spatial Single-index Autoregressive Models," Networks and Spatial Economics, Springer, vol. 24(2), pages 313-339, June.
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Keywords
single-index models; composite quantile regression; SCAD; Laplace error penalty (LEP);All these keywords.
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