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Variable selection of varying coefficient models in quantile regression

Author

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  • Noh, Hohsuk
  • Chung, Kwanghun
  • Van Keilegom, Ingrid

Abstract

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Suggested Citation

  • Noh, Hohsuk & Chung, Kwanghun & Van Keilegom, Ingrid, 2012. "Variable selection of varying coefficient models in quantile regression," LIDAM Reprints ISBA 2012008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2012008
    Note: In : Electronic Journal of Statistics, vol. 6, p. 1220-1238 (2012)
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    Cited by:

    1. Zhang, Shucong & Zhou, Yong, 2018. "Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 1-13.
    2. Hu Yang & Chaohui Guo & Jing Lv, 2016. "Variable selection for generalized varying coefficient models with longitudinal data," Statistical Papers, Springer, vol. 57(1), pages 115-132, March.
    3. Chaohui Guo & Hu Yang & Jing Lv, 2017. "Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression," Statistical Papers, Springer, vol. 58(4), pages 1009-1033, December.
    4. Weihua Zhao & Weiping Zhang & Heng Lian, 2020. "Marginal quantile regression for varying coefficient models with longitudinal data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 213-234, February.
    5. Zhou, Fei & Ren, Jie & Ma, Shuangge & Wu, Cen, 2023. "The Bayesian regularized quantile varying coefficient model," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
    6. Eun Ryung Lee & Hohsuk Noh & Byeong U. Park, 2014. "Model Selection via Bayesian Information Criterion for Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 216-229, March.
    7. Fang Lu & Jing Yang & Xuewen Lu, 2022. "One-step oracle procedure for semi-parametric spatial autoregressive model and its empirical application to Boston housing price data," Empirical Economics, Springer, vol. 62(6), pages 2645-2671, June.
    8. Y. Andriyana & I. Gijbels & A. Verhasselt, 2014. "P-splines quantile regression estimation in varying coefficient models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(1), pages 153-194, March.

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