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Forward variable selection for ultra-high dimensional quantile regression models

Forward variable selection for ultra-high dimensional quantile regression models
Digital文書・図像類
本田, 敏雄, Lin, Chien-TongGraduate School of Economics, Hitotsubashi University2022-05
Available onlineOther Libraries in Japan
  • Subject Headingforward procedure check function sparsity screening consistency stopping rule

Forward Variable Selection for Sparse Ultra-High Dimensional Generalized Varying Coefficient Models

Forward Variable Selection for Sparse Ultra-High Dimensional Generalized Varying Coefficient Models
Digital文書・図像類
本田, 敏雄, Lin, Chien-TongGraduate School of Economics, Hitotsubashi University2020-02
Available onlineOther Libraries in Japan
  • Subject Heading...ng consistency stopping rule varying coefficient model

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