Variable selection in high-dimensional partially linear additive models for composite quantile regression.
Jie GuoMan-Lai TangMaozai TianKai ZhuPublished in: Comput. Stat. Data Anal. (2013)
Keyphrases
- variable selection
- additive models
- linear models
- high dimensional
- input variables
- cross validation
- dimension reduction
- high dimensional data
- high dimensionality
- low dimensional
- model selection
- data points
- nearest neighbor
- linear model
- feature space
- feature vectors
- closed form
- input space
- logistic regression
- loss function
- dimensionality reduction