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Screening and selection for quantile regression using an alternative measure of variable importance.

Yinfei KongYujie LiDawit Zerom
Published in: J. Multivar. Anal. (2019)
Keyphrases
  • quantile regression
  • least squares
  • cross validated
  • response variable
  • similarity measure
  • machine learning
  • semi supervised
  • text classification
  • regression model
  • sample size
  • cross validation