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Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models - MaRDI portal

Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344)

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scientific article; zbMATH DE number 6480456
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Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models
scientific article; zbMATH DE number 6480456

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    Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (English)
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    10 September 2015
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    \(\ell_1\)-consistency
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    model selection consistency
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