本书以稀疏性建模与异质性处理为主线，系统探讨高维复杂数据分析的新方法与新理论。内容涵盖不可忽略缺失数据下超高维分位数回归正则化、发散维数据下的自适应双层变量选择、高维模型平均和特征筛选以及受限等距性质下的正交匹配追踪等。 ???本书兼顾方法创新与理论深化，可推动高维统计推断理论的发展，也为跨学科应用提供坚实的理论支撑与实践价值，可供统计学及相关专业领域研究生阅读参考。 ???????????????PrefaceChapter 1 Background ?1.1 Basics of Quantile Regression ???1.1.1 Quantile Regression Versus Mean Regression ???1.1.2 Estimation and Statistical Properties ?1.2 Fundamental Issues in Missing Data Analysis ???1.2.1 The Definition of Missingness Mechanisms ???1.2.2 Methodological Developments in Testing Missingness Mechanisms ???1.2.3 Effective Statistical Approaches for Handling Missing Data ?1.3 Foundations of High_Dimensional Statistics ???1.3.1 Background and Motivation ???1.3.2 General Modeling Framework ???1.3.3 Screening Methods ?1.4 Organization of the MonographChapter 2 Regularized Quantile Regression for High_Dimensional Data with Nonignorable Nonresponse ?2.1 Introduction ?2.2 Methods ???2.2.1 Regularized Quantile Regression for Ultrahigh_Dimensional Data ???2.2.2 Regularized Quantile Regression with Nonignorable Nonresponses ?2.3 Asymptotic Properties ?2.4 Numerical Experiments ???2.4.1 Simulation Studies ???2.4.2 Real Data Analysis ?2.5 Conclusion and DiscussionChapter 3 Adaptive Bi_Level Variable Selection in Diverging Quantile Regression ?3.1 Introduction ?3.2 Methods ???3.2.1 Adaptive Bi_Level Variable Selection in QR Models ???3.2.2 Algorithm ?3.3 Theoretical Properties ?3.4 Numerical Studies ???3.4.1 Simulation Studies ???3.4.2 An Example ?3.5 Conclusion and DiscussionChapter 4 High_Dimensional Model Averaging for Quantile Regression ?4.1 Intoduction ?4.2 Main Results and Methodologies ???4.2.1 Quantile Regression Model Averaging ???4.2.2 Univariate Model Averaging for Quantile Regression ???4.2.3 Sequential Model Averaging for Quantile Regression ?4.3 Simulation Studies ?4.4 Real Data Analysis ?4.5 DiscussionChapter 5 Fused Mean_Variance Filter for Feature Screening ?5.1 Introduction ?5.2 Methods ???5.2.1 Slicing Fused Mean_Variance Screening Method ???5.2.2 Estimation Procedure ?5.3 Theoretical Properties ?5.4 Simulations