Additive nonlinear quantile regression in ultra-high dimension.

Ben Sherwood Adam Maidman

Published in: J. Mach. Learn. Res. (2022)

Keyphrases

high dimension
quantile regression
real valued
cross validated
least squares
feature space
small sample
feature selection
high dimensional
input space
high dimensional data
response variable
support vector machine
closed form
log likelihood
linear regression
low dimensional
feature vectors
data analysis