Partially linear additive quantile regression in ultra-high dimension
نویسندگان
چکیده
منابع مشابه
Supplemental Material to “ Partially Linear Additive Quantile Regression in Ultra - High Dimension
The tables of the appendix provide additional numerical results. Table 1 summarizes simulation results for Q-SCAD, LS-SCAD, Q-MCP, LS-MCP with sample sizes 50, 100 and 200 for modeling the 0.7 conditional quantile for the heteroscedastic error setting described in Section 4 of the main paper. The MCP approaches, Q-MCP and LS-MCP, are the equivalent of Q-SCAD and LS-SCAD with the SCAD penalty fu...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2016
ISSN: 0090-5364
DOI: 10.1214/15-aos1367