Quantile trace regression via nuclear norm regularization

DOI10.1016/J.SPL.2021.109299zbMath1478.62096OpenAlexW3212474358MaRDI QIDQ2070597

Yanyan Li

Publication date: 24 January 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109299

zbMATH Keywords

optimal convergence ratenuclear norm regularizationmatrix-type covariatesquantile trace regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Functional data analysis (62R10) Linear inference, regression (62J99)

Related Items (1)

Expectile trace regression via low-rank and group sparsity regularization

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