Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions (Q6069861)
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scientific article; zbMATH DE number 7767601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions |
scientific article; zbMATH DE number 7767601 |
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Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions (English)
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17 November 2023
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composite quantile regression
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distributed estimation
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efficiency
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heavy-tailed noise
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support recovery
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0.94995034
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0.9406926
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0.92854327
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0.92038786
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0.9052839
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0.9038396
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0.8987967
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0.8973689
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