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Subject: Average quantile regression Departments: Department of Mathematical and Statistical Sciences

  • Variable Screening Based on Combining Quantile Regression

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    Fall 2014

    Shi, Qian

    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...

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