A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction.
Weihua ZhaoXuejun JiangHeng LianPublished in: Comput. Stat. Data Anal. (2018)
Keyphrases
- dimension reduction
- variable selection
- linear models
- partial least squares
- feature extraction
- high dimensional data
- neural network
- neural network model
- high dimensional
- principal component analysis
- low dimensional
- high dimensional data analysis
- linear discriminant analysis
- singular value decomposition
- cross validation
- model selection
- feature space
- preprocessing
- data analysis
- bayesian networks
- similarity measure