Tang, Yanlin; Wang, Huixia Judy; Zhu, Zhongyi - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 435-449
In this paper, we develop a new variable selection procedure for quantile varying coefficient models with longitudinal data. The proposed method is based on basis function approximation and a class of group versions of the adaptive LASSO penalty, which penalizes the Lγ norm of the within-group...