Penalized high‐dimensional M‐quantile regression: From <i>L</i><sup>1</sup> to <i>L</i><sup><i>p</i></sup> optimization (Q5094256)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Penalized high‐dimensional M‐quantile regression: From L1 to Lp optimization |
scientific article; zbMATH DE number 7566508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized high‐dimensional M‐quantile regression: From <i>L</i><sup>1</sup> to <i>L</i><sup><i>p</i></sup> optimization |
scientific article; zbMATH DE number 7566508 |
Statements
Penalized high‐dimensional M‐quantile regression: From <i>L</i><sup>1</sup> to <i>L</i><sup><i>p</i></sup> optimization (English)
0 references
2 August 2022
0 references
\(L^p\)-quantile regression
0 references
asymptotics
0 references
M-quantile regression
0 references
penalized regression
0 references
variable selection
0 references
