Variable Selection for Additive Quantile Regression with Nonlinear Interaction Structures

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Publicado en:Mathematics vol. 13, no. 9 (2025), p. 1522
Autor principal: Bai Yongxin
Otros Autores: Jiang Jiancheng, Tian Maozai
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MDPI AG
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024 7 |a 10.3390/math13091522  |2 doi 
035 |a 3203211266 
045 2 |b d20250101  |b d20251231 
084 |a 231533  |2 nlm 
100 1 |a Bai Yongxin  |u School of Science, Beijing Information Science and Technology University, Beijing 100872, China; yongxinbai2017@bistu.edu.cn 
245 1 |a Variable Selection for Additive Quantile Regression with Nonlinear Interaction Structures 
260 |b MDPI AG  |c 2025 
513 |a Journal Article 
520 3 |a 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 introduce a nonlinear interaction structure into the additive quantile regression model and propose an innovative penalization method. This method considers the complexity and smoothness of the additive model and incorporates heredity constraints on main effects and interaction effects through an improved regularization algorithm under marginality principle. We also establish the asymptotic properties of the penalized estimator and provide the corresponding excess risk. Our Monte Carlo simulations illustrate the proposed model and method, which are then applied to the analysis of Parkinson’s disease rating scores and further verify the effectiveness of a novel Parkinson’s disease (PD) treatment. 
653 |a Data analysis 
653 |a Regularization 
653 |a Heredity 
653 |a Smoothness 
653 |a Regression models 
653 |a Generalized linear models 
653 |a Adultery 
653 |a Monte Carlo simulation 
653 |a Quantiles 
653 |a Effectiveness 
653 |a Fines & penalties 
653 |a Feature selection 
653 |a Regularization methods 
653 |a Algorithms 
653 |a Asymptotic properties 
653 |a Complexity 
653 |a Dimensional analysis 
653 |a Parkinson's disease 
700 1 |a Jiang Jiancheng  |u Department of Mathematics and Statistics & School of Data Science, University of North Carolina at Charlotte, Charlotte, NC 28223, USA; jjiang1@charlotte.edu 
700 1 |a Tian Maozai  |u Center for Applied Statistics, School of Statistics, Renmin University of China, Beijing 100192, China 
773 0 |t Mathematics  |g vol. 13, no. 9 (2025), p. 1522 
786 0 |d ProQuest  |t Engineering Database 
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