A lack-of-fit test for quantile regression models with high-dimensional covariates.
Mercedes Conde-AmboageCésar Sánchez-SelleroWenceslao González-ManteigaPublished in: Comput. Stat. Data Anal. (2015)
Keyphrases
- regression model
- generalized linear models
- high dimensional
- model selection
- explanatory variables
- regression methods
- prediction model
- regression analysis
- gaussian process
- response variable
- linear regression model
- logistic regression
- linear model
- machine learning
- logistic regression models
- dimensionality reduction
- multivariate regression
- generalized linear
- regression method
- kernel function
- least squares