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Acta Mathematica Sinica(Chinese Series). Core
Version after Accepted▼
(Accepted Version) Online First Publishing Date: 2023-01-20 11:33:14

Variable Screening and Selection for Ultra-high Dimensional Additive Quantile Regression with Missing DataChinese Full Text

Yongxin BAI;Manling QIAN;Maozai TIAN;

Abstract: In this article, we propose an effective iterative screening method for the ultra-high dimensional additive quantile regression with missing data. Specifically, the canonical correlation analysis is introduced into the maximum correlation coefficient based on the optimal transformation, and the marginal contribution of important variables is sorted by the maximum correlation coefficient after the optimal transformation of covariates and model residuals. On the basis of variable screening, the sp... More
Keywords：

Additive quantile regression; Variable screening; Sparsity smooth penalty;

  • Series：

    (A) Mathematics/ Physics/ Mechanics/ Astronomy

  • Subject：

    Mathematics

  • Classification Code：

    O212.1

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