Quantile regression without the curse of unsmoothness.

You-Gan Wang Quanxi Shao Min Zhu

Published in: Comput. Stat. Data Anal. (2009)

Keyphrases

quantile regression
cross validated
least squares
high dimensional
response variable
high dimensional data
cross validation
dimension reduction
dimensionality reduction
feature selection
regression model
bayesian classifiers
prediction intervals