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Generalized \(\ell_1\)-penalized quantile regression with linear constraints - MaRDI portal

Generalized \(\ell_1\)-penalized quantile regression with linear constraints (Q2008107)

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scientific article; zbMATH DE number 7135534
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English
Generalized \(\ell_1\)-penalized quantile regression with linear constraints
scientific article; zbMATH DE number 7135534

    Statements

    Generalized \(\ell_1\)-penalized quantile regression with linear constraints (English)
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    22 November 2019
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    degrees of freedom
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    generalized Lasso
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    KKT conditions
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    linear programming
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    quantile regression
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