Variable selection in the single-index quantile regression model with high-dimensional covariates

Kuruwita, CN

Kuruwita, CN (通讯作者),Hamilton Coll, Dept Math & Stat, Clinton, NY 13323 USA.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (3): 1120

Abstract

We study the effects of high-dimensional covariates in the single-index quantile regression model. An improved version of an estimation algorithm is p......

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