A coordinate descent algorithm for computing penalized smooth quantile regression (Q1703802)
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scientific article; zbMATH DE number 6847936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A coordinate descent algorithm for computing penalized smooth quantile regression |
scientific article; zbMATH DE number 6847936 |
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A coordinate descent algorithm for computing penalized smooth quantile regression (English)
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7 March 2018
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variable selection
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quantile regression
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smooth check function
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coordinate descent algorithm
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