Dantzig-type penalization for multiple quantile regression with high dimensional covariates (Q4601243)
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scientific article; zbMATH DE number 6826090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dantzig-type penalization for multiple quantile regression with high dimensional covariates |
scientific article; zbMATH DE number 6826090 |
Statements
Dantzig-type penalization for multiple quantile regression with high dimensional covariates (English)
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12 January 2018
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fused Lasso
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high dimensional data
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model selection
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quantile regression
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stability
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0.9010712
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0.8996127
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0.8960866
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0.8947438
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0.8942833
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0.89305246
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0.8900216
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