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作者:

Wang, Yafei (Wang, Yafei.) | Kong, Linglong (Kong, Linglong.) | Jiang, Bei (Jiang, Bei.) | Zhou, Xingcai (Zhou, Xingcai.) | Yu, Shimei (Yu, Shimei.) | Zhang, Li (Zhang, Li.) | Heo, Giseon (Heo, Giseon.)

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CPCI-S Scopus SCIE

摘要:

In this paper, we develop an efficient wavelet-based regularized linear quantile regression framework for coefficient estimations, where the responses are scalars and the predictors include both scalars and function. The framework consists of two important parts: wavelet transformation and regularized linear quantile regression. Wavelet transform can be used to approximate functional data through representing it by finite wavelet coefficients and effectively capturing its local features. Quantile regression is robust for response outliers and heavy-tailed errors. In addition, comparing with other methods it provides a more complete picture of how responses change conditional on covariates. Meanwhile, regularization can remove small wavelet coefficients to achieve sparsity and efficiency. A novel algorithm, Alternating Direction Method of Multipliers (ADMM) is derived to solve the optimization problems. We conduct numerical studies to investigate the finite sample performance of our method and applied it on real data from ADHD studies.

关键词:

ADHD Quantile regression LASSO functional data analysis wavelets ADMM

作者机构:

  • [ 1 ] [Wang, Yafei]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 2 ] [Wang, Yafei]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 3 ] [Kong, Linglong]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 4 ] [Jiang, Bei]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 5 ] [Yu, Shimei]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 6 ] [Zhang, Li]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 7 ] [Heo, Giseon]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 8 ] [Zhou, Xingcai]Nanjing Audit Univ, Inst Stat & Data Sci, Nanjing, Jiangsu, Peoples R China

通讯作者信息:

  • [Kong, Linglong]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada

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来源 :

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

ISSN: 0094-9655

年份: 2019

期: 6

卷: 89

页码: 1111-1130

1 . 2 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:54

JCR分区:4

被引次数:

WoS核心集被引频次: 14

SCOPUS被引频次: 14

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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