Dantzig-type penalization for multiple quantile regression with high dimensional covariates

DOI10.5705/ss.202016.0081zbMath1392.62218OpenAlexW2587057358MaRDI QIDQ4601243

Xuming He, Shuheng Zhou, Seyoung Park

Publication date: 12 January 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/69d274c2cc56b6b8fcc140c6338da43652554d67

zbMATH Keywords

stabilitymodel selectionquantile regressionhigh dimensional datafused Lasso

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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