Variable selection of varying coefficient models in quantile regression

Noh, Hohsuk, Chung, Kwanghun, Van Keilegom, Ingrid . Electronic Journal of Statistics 2012. 6 :1220-1238

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Bibtex

@article{CIS-263240,
  Author = {Noh, Hohsuk and Chung, Kwanghun and Van Keilegom, Ingrid},
  Title = {Variable selection of varying coefficient models in quantile regression},
  Journal = {Electronic Journal of Statistics},
  Volume = {6},
  Year = {2012},
  Pages = {1220--1238},
  Keywords = {Surrogate loss, classification calibrated, cost-sensitive classification, imbalanced data, uneven margin, excess risk bound, Shrinkage estimator, second order cone programming, Basis approximation, consistency in variable selection}
}

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