Adaptively weighted group Lasso for semiparametric quantile regression models

Toshio Honda, 敏雄 本田, Ching-Kang Ing () and Wei-Ying Wu

No 2017-04, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: Additive models; B-spline; high-dimensional information criteria; Lasso; structure identification; varying coefficient models (search for similar items in EconPapers)
Pages: 35 pages
Date: 2017-04
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (1)

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