دورية أكاديمية

Supplementary Materials for "Globally Adaptive Longitudinal Quantile Regression with High Dimensional Compositional Covariates".

التفاصيل البيبلوغرافية
العنوان: Supplementary Materials for "Globally Adaptive Longitudinal Quantile Regression with High Dimensional Compositional Covariates".
المؤلفون: Huijuan Ma, Qi Zheng, Zhumin Zhang, Huichuan Lai, Limin Peng
المصدر: Statistica Sinica; 2023 Suppl, Vol. 33, p1-56, 56p, 6 Charts
مصطلحات موضوعية: QUANTILE regression, LAW of large numbers, MEAN value theorems
مستخلص: The article focuses on supplementary materials related to "Globally Adaptive Longitudinal Quantile Regression with High Dimensional Compositional Covariates." Topics include notation and regularity conditions like the number of longitudinal observations; conditional density; boundedness of covariates; Lipschitz continuity of true coefficients and lemmas play a crucial role in ensuring the robustness and reliability of the quantile regression model with high-dimensional compositional covariates.
قاعدة البيانات: Complementary Index