Adaptive fused LASSO in grouped quantile regression
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Publication:2323263
DOI10.1080/15598608.2016.1258601zbMath1420.62130arXiv1607.05536OpenAlexW2962721167MaRDI QIDQ2323263
Publication date: 30 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.05536
Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (4)
Detection of similar successive groups in a model with diverging number of variable groups ⋮ Elastic net penalized quantile regression model ⋮ Adaptive sparse group LASSO in quantile regression ⋮ Adaptive elastic-net selection in a quantile model with diverging number of variable groups
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