Quantile regression: 40 years on
R Koenker - Annual review of economics, 2017 - annualreviews.org
Since Quetelet's work in the nineteenth century, social science has iconified the average
man, that hypothetical man without qualities who is comfortable with his head in the oven …
man, that hypothetical man without qualities who is comfortable with his head in the oven …
Nearly unbiased variable selection under minimax concave penalty
CH Zhang - 2010 - projecteuclid.org
We propose MC+, a fast, continuous, nearly unbiased and accurate method of penalized
variable selection in high-dimensional linear regression. The LASSO is fast and continuous …
variable selection in high-dimensional linear regression. The LASSO is fast and continuous …
Least angle regression
The purpose of model selection algorithms such as All Subsets, Forward Selection and
Backward Elimination is to choose a linear model on the basis of the same set of data to …
Backward Elimination is to choose a linear model on the basis of the same set of data to …
[图书][B] The solution path of the generalized lasso
RJ Tibshirani - 2011 - search.proquest.com
We present a path algorithm for the generalized lasso problem. This problem penalizes the l
1 norm of a matrix D times the coefficient vector, and has a wide range of applications …
1 norm of a matrix D times the coefficient vector, and has a wide range of applications …
On the “degrees of freedom” of the lasso
We study the effective degrees of freedom of the lasso in the framework of Stein's unbiased
risk estimation (SURE). We show that the number of nonzero coefficients is an unbiased …
risk estimation (SURE). We show that the number of nonzero coefficients is an unbiased …
Degrees of freedom in lasso problems
RJ Tibshirani, J Taylor - 2012 - projecteuclid.org
We derive the degrees of freedom of the lasso fit, placing no assumptions on the predictor
matrix X. Like the well-known result of Zou, Hastie and Tibshirani Ann. Statist. 35 (2007) …
matrix X. Like the well-known result of Zou, Hastie and Tibshirani Ann. Statist. 35 (2007) …
L1-Norm Quantile Regression
Y Li, J Zhu - Journal of Computational and Graphical Statistics, 2008 - Taylor & Francis
Classical regression methods have focused mainly on estimating conditional mean
functions. In recent years, however, quantile regression has emerged as a comprehensive …
functions. In recent years, however, quantile regression has emerged as a comprehensive …
[HTML][HTML] Food price seasonality in Africa: Measurement and extent
CL Gilbert, L Christiaensen, J Kaminski - Food policy, 2017 - Elsevier
Everyone knows about seasonality. But what exactly do we know? This study systematically
measures seasonal price gaps at 193 markets for 13 food commodities in seven African …
measures seasonal price gaps at 193 markets for 13 food commodities in seven African …
Isotonic regression in general dimensions
Isotonic regression in general dimensions Page 1 The Annals of Statistics 2019, Vol. 47, No. 5,
2440–2471 https://doi.org/10.1214/18-AOS1753 © Institute of Mathematical Statistics, 2019 …
2440–2471 https://doi.org/10.1214/18-AOS1753 © Institute of Mathematical Statistics, 2019 …