Variable Selection for Additive Quantile Regression with Nonlinear Interaction Structures

In high-dimensional data analysis, main effects and interaction effects often coexist, especially when complex nonlinear relationships are present. Effective variable selection is crucial for avoiding the curse of dimensionality and enhancing the predictive performance of a model. In this paper, we...

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Bibliographic Details
Main Authors: Yongxin Bai, Jiancheng Jiang, Maozai Tian
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/9/1522
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