Variable Selection and Regularization in Quantile Regression via Minimum Covariance Determinant Based Weights.
Edmore RanganaiInnocent MudhomboPublished in: Entropy (2021)
Keyphrases
- variable selection
- quantile regression
- cross validated
- cross validation
- group lasso
- sparsity inducing
- least squares
- input variables
- model selection
- linear models
- high dimensional
- structured sparsity
- dimension reduction
- hyperparameters
- support vector
- linear combination
- response variable
- learning algorithm
- prior information
- data sets
- singular value decomposition
- feature selection
- data mining