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Skip to Search Results- 3Quantile regression
- 1Asymmetric Laplace distribution
- 1Average quantile regression
- 1B-spline approximations
- 1Bayesian statistics
- 1Composite quantile regression
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Computation in quantile and composite quantile regression models with or without regularization
DownloadFall 2015
Quantile, composite quantile regression with or without regularization have been widely studied and applied in the high-dimensional model estimation and variable selections. Although the theoretical aspect has been well established, the lack of efficient computation methods and publicly available...
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Fall 2014
Quantile regression supplements the ordinary least squares regression and provides a complete view of a relationship between a response variable and a set of covariates. The quantile regression model does not assume any particular error distribution. It is estimated by minimizing an asymmetric...
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Fall 2014
This thesis develops an efficient quantile-adaptive framework for linear and nonlinear variable screening with high-dimensional heterogeneous data. Inspired by the success of various variable screening methods, especially in the quantile-adaptive framework, we develop a more efficient variable...