Pages that link to "Item:Q5094256"
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The following pages link to Penalized high‐dimensional M‐quantile regression: From <i>L</i><sup>1</sup> to <i>L</i><sup><i>p</i></sup> optimization (Q5094256):
Displaying 7 items.
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
- Dantzig-type penalization for multiple quantile regression with high dimensional covariates (Q4601243) (← links)
- Automatic selection by penalized asymmetric <i> L <sub>q</sub> </i> -norm in a high-dimensional model with grouped variables (Q6083206) (← links)
- Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors (Q6135357) (← links)
- Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression (Q6196804) (← links)
- Estimation of value-at-risk by \(L^p\) quantile regression (Q6664136) (← links)
