| 题名 | A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction |
| 作者 | |
| 通讯作者 | Zhao, Weihua |
| 发表日期 | 2018-11
|
| DOI | |
| 发表期刊 | |
| ISSN | 0167-9473
|
| EISSN | 1872-7352
|
| 卷号 | 127页码:269-280 |
| 摘要 | A principal varying-coefficient model for quantile regression based on regression splines estimation is proposed. Convergence rate and local asymptotics for the coefficient functions are then derived. Furthermore, penalization is used to obtain joint variable selection and dimension reduction in quantile varying-coefficient models. A group coordinate descent algorithm is adopted for a computationally efficient implementation. Simulations are carried out to investigate the finite sample performance and an application on a real data set is presented. (C) 2018 Elsevier B.V. All rights reserved. |
| 关键词 | |
| 相关链接 | [来源记录] |
| 收录类别 | |
| 语种 | 英语
|
| 学校署名 | 其他
|
| 资助项目 | Shenzhen Sci-Tech Fund[JCYJ20170307110329106]
|
| WOS研究方向 | Computer Science
; Mathematics
|
| WOS类目 | Computer Science, Interdisciplinary Applications
; Statistics & Probability
|
| WOS记录号 | WOS:000439748700018
|
| 出版者 | |
| EI入藏号 | 20182505343380
|
| EI主题词 | Multivariable systems
; Regression analysis
; Sampling
|
| EI分类号 | Algebra:921.1
; Mathematical Statistics:922.2
; Systems Science:961
|
| ESI学科分类 | MATHEMATICS
|
| 来源库 | Web of Science
|
| 引用统计 |
被引频次[WOS]：8
|
| 成果类型 | 期刊论文 |
| 条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/27014 |
| 专题 | 理学院_数学系 |
| 作者单位 | 1.Nantong Univ, Sch Sci, Nantong, Peoples R China 2.South Univ Sci & Technol, Dept Math, Shenzhen, Peoples R China 3.City Univ Hong Kong, Dept Math, Kowloon Tong, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 |
Zhao, Weihua,Jiang, Xuejun,Lian, Heng. A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2018,127:269-280.
|
| APA |
Zhao, Weihua,Jiang, Xuejun,&Lian, Heng.(2018).A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction.COMPUTATIONAL STATISTICS & DATA ANALYSIS,127,269-280.
|
| MLA |
Zhao, Weihua,et al."A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction".COMPUTATIONAL STATISTICS & DATA ANALYSIS 127(2018):269-280.
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| 条目包含的文件 | ||||||
| 文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | 操作 | |
| Zhao-2018-A principa（484KB） | -- | -- | 限制开放 | -- | ||
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