Group Identification and Variable Selection in Quantile Regression
Using the Pairwise Absolute Clustering and Sparsity (PACS) penalty, we proposed the regularized quantile regression QR method (QR-PACS). The PACS penalty achieves the elimination of insignificant predictors and the combination of predictors with indistinguishable coefficients (IC), which are the two...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2019-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2019/8504174 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!