Interquantile shrinkage and variable selection in quantile regression

L Jiang, HD Bondell, HJ Wang - Computational statistics & data analysis, 2014 - Elsevier
Examination of multiple conditional quantile functions provides a comprehensive view of the
relationship between the response and covariates. In situations where quantile slope …

Interquantile shrinkage in regression models

L Jiang, HJ Wang, HD Bondell - Journal of Computational and …, 2013 - Taylor & Francis
Conventional analysis using quantile regression typically focuses on fitting the regression
model at different quantiles separately. However, in situations where the quantile …

Adaptive sup-norm regularized simultaneous multiple quantiles regression

S Bang, M Jhun - Statistics, 2014 - Taylor & Francis
When modelling multiple conditional quantiles of univariate and/or multivariate responses, it
is of great importance to share strength among them. The simultaneous multiple quantiles …

Regularized simultaneous model selection in multiple quantiles regression

H Zou, M Yuan - Computational Statistics & Data Analysis, 2008 - Elsevier
Simultaneously estimating multiple conditional quantiles is often regarded as a more
appropriate regression tool than the usual conditional mean regression for exploring the …

Parametric modeling of quantile regression coefficient functions with longitudinal data

P Frumento, M Bottai… - Journal of the American …, 2021 - Taylor & Francis
In ordinary quantile regression, quantiles of different order are estimated one at a time. An
alternative approach, which is referred to as quantile regression coefficients modeling …

Shrinkage estimation of varying covariate effects based on quantile regression

L Peng, J Xu, N Kutner - Statistics and computing, 2014 - Springer
Varying covariate effects often manifest meaningful heterogeneity in covariate-response
associations. In this paper, we adopt a quantile regression model that assumes linearity at a …

[PDF][PDF] Stepwise multiple quantile regression estimation using non-crossing constraints

Y Liu, Y Wu - Statistics and its Interface, 2009 - scholar.archive.org
Quantile regression is a very useful statistical tool for estimating conditional quantile
regression functions. It has been intensively studied after its introduction by Koenker and …

A penalized approach to covariate selection through quantile regression coefficient models

G Sottile, P Frumento, M Chiodi… - Statistical Modelling, 2020 - journals.sagepub.com
The coefficients of a quantile regression model are one-to-one functions of the order of the
quantile. In standard quantile regression (QR), different quantiles are estimated one at a …

Variable selection and regularization in quantile regression via minimum covariance determinant based weights

E Ranganai, I Mudhombo - Entropy, 2020 - mdpi.com
The importance of variable selection and regularization procedures in multiple regression
analysis cannot be overemphasized. These procedures are adversely affected by predictor …

Variable selection for non‐parametric quantile regression via smoothing spline analysis of variance

CY Lin, H Bondell, HH Zhang, H Zou - Stat, 2013 - Wiley Online Library
Quantile regression provides a more thorough view of the effect of covariates on a response.
Non‐parametric quantile regression has become a viable alternative to avoid restrictive …