Generalized \(\ell_1\)-penalized quantile regression with linear constraints

DOI10.1016/j.csda.2019.106819OpenAlexW2966241625MaRDI QIDQ2008107

Yongxin Liu, Lu Lin, Peng Zeng

Publication date: 22 November 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2019.106819

zbMATH Keywords

linear programmingquantile regressionKKT conditionsdegrees of freedomgeneralized Lasso

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Related Items (2)

Penalized and constrained LAD estimation in fixed and high dimension ⋮ Sparse and robust estimation with ridge minimax concave penalty

Uses Software

• QICD

Cites Work

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