We propose a penalized quantile regression and an independence screening procedure to identify important covariates and to exclude unimportant ones for a general class of ultrahigh dimensional single ...

M. E. Greene, O. Rolfson, G. Garellick, M. Gordon, S. Nemes, Improved statistical analysis of pre- and post-treatment patient-reported outcome measures (PROMs): the applicability of piecewise linear ...