Variable selection in quantile varying coefficient models with longitudinal data.

Yanlin Tang Huixia Judy Wang Zhongyi Zhu

Published in: Comput. Stat. Data Anal. (2013)

Keyphrases

variable selection
linear models
model selection
cross validation
dimension reduction
input variables
stochastic search
neural network
support vector
high dimensional
probabilistic model
high dimensional data
group lasso
logistic regression models
stepwise regression
proportional hazards model