Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors (Q6135357)
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scientific article; zbMATH DE number 7731489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors |
scientific article; zbMATH DE number 7731489 |
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Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors (English)
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24 August 2023
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model selection consistency
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weighted and adaptive weighted Lasso
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Massart's inequality for dependent r.v.'s
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