Gradient-induced Model-free Variable Selection with Composite Quantile Regression (Q4571220)
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scientific article; zbMATH DE number 6899399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient-induced Model-free Variable Selection with Composite Quantile Regression |
scientific article; zbMATH DE number 6899399 |
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Gradient-induced Model-free Variable Selection with Composite Quantile Regression (English)
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6 July 2018
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Lasso
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learning gradients
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quantile regression
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reproducing kernel Hilbert space (RKHS)
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sparsity
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variable selection
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