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math.ST2018★ 1 cited
Variable selection in high-dimensional linear model with possibly asymmetric or heavy-tailed errors
Gabriela Ciuperca
We consider the problem of automatic variable selection in a linear model with asymmetric or heavy-tailed errors when the number of explanatory variables diverges with the sample s…
math.ST2018★ 5 cited
Adaptive elastic-net selection in a quantile model with diverging number of variable groups
Gabriela Ciuperca
In real applications of the linear model, the explanatory variables are very often naturally grouped, the most common example being the multivariate variance analysis. In the prese…