Zhao, Wei-hua; Zhang, Ri-quan; Lü, Ya-zhao; Liu, Ji-cai Bayesian regularized regression based on composite quantile method. (English) Zbl 1343.62030 Acta Math. Appl. Sin., Engl. Ser. 32, No. 2, 495-512 (2016). MSC: 62G10 62G08 PDFBibTeX XMLCite \textit{W.-h. Zhao} et al., Acta Math. Appl. Sin., Engl. Ser. 32, No. 2, 495--512 (2016; Zbl 1343.62030) Full Text: DOI
Zhao, Weihua; Zhang, Riquan; Liu, Jicai Sparse group variable selection based on quantile hierarchical Lasso. (English) Zbl 1514.62979 J. Appl. Stat. 41, No. 8, 1658-1677 (2014). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Zhao} et al., J. Appl. Stat. 41, No. 8, 1658--1677 (2014; Zbl 1514.62979) Full Text: DOI
Lv, Yazhao; Zhang, Riquan; Zhao, Weihua; Liu, Jicai Quantile regression and variable selection for the single-index model. (English) Zbl 1514.62727 J. Appl. Stat. 41, No. 7, 1565-1577 (2014). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Lv} et al., J. Appl. Stat. 41, No. 7, 1565--1577 (2014; Zbl 1514.62727) Full Text: DOI
Zhao, Weihua; Zhang, Riquan; Liu, Jicai Regularization and model selection for quantile varying coefficient model with categorical effect modifiers. (English) Zbl 1506.62211 Comput. Stat. Data Anal. 79, 44-62 (2014). MSC: 62-08 62G08 PDFBibTeX XMLCite \textit{W. Zhao} et al., Comput. Stat. Data Anal. 79, 44--62 (2014; Zbl 1506.62211) Full Text: DOI