Adaptive penalized quantile regression for high dimensional data
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Publication:1948168
DOI10.1016/j.jspi.2012.12.009zbMath1428.62173OpenAlexW2083366592MaRDI QIDQ1948168
K. B. Kulasekera, Qi Zheng, Colin M. Gallagher
Publication date: 2 May 2013
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.12.009
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)
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