Variable selection via SCAD-penalized quantile regression for high-dimensional count data
This article introduces a quantile penalized regression technique for variable selection and estimation of conditional quantiles of counts in sparse high-dimensional models. The direct estimation and variable selection of the quantile regression is not feasible due to the discreteness of the count d...
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| Main Authors: | , , , , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers
2019
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| Online Access: | http://psasir.upm.edu.my/id/eprint/82711/1/Variable%20selection%20.pdf http://psasir.upm.edu.my/id/eprint/82711/ https://ieeexplore.ieee.org/document/8876588/authors#authors |
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