Variable Selection and Regularization in Quantile Regression via Minimum Covariance Determinant Based Weights
نویسندگان
چکیده
منابع مشابه
Variable Selection in Quantile Regression
After its inception in Koenker and Bassett (1978), quantile regression has become an important and widely used technique to study the whole conditional distribution of a response variable and grown into an important tool of applied statistics over the last three decades. In this work, we focus on the variable selection aspect of penalized quantile regression. Under some mild conditions, we demo...
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ژورنال
عنوان ژورنال: Entropy
سال: 2020
ISSN: 1099-4300
DOI: 10.3390/e23010033