Screen then select: a strategy for correlated predictors in high-dimensional quantile regression.

Xuejun Jiang Yakun Liang Haofeng Wang

Published in: Stat. Comput. (2024)

Keyphrases

quantile regression
high dimensional
cross validated
least squares
response variable
low dimensional
feature space
high dimensionality
data sets
training data
feature vectors
dimensionality reduction
linear regression