Error-Function-Based Penalized Quantile Regression in the Linear Mixed Model

We study a novel Doubly penalized ERror Function regularized Quantile Regression (DERF-QR) in this paper. This is a method of variable selection by ERror Function (ERF) regularization in the linear effects model. We introduce a two-stage iterative algorithm combining the iterative reweighted <inl...

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Bibliographic Details
Main Authors: Zelin Hang, Xiuli He
Format: Article
Language:English
Published: MDPI AG 2025-07-01
Series:Applied Sciences
Subjects:
Online Access:https://www.mdpi.com/2076-3417/15/13/7461
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