Adaptive elastic-net selection in a quantile model with diverging number of variable groups
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Publication:4999858
DOI10.1080/02331888.2020.1830402zbMath1468.62272arXiv1805.06364OpenAlexW3092427889MaRDI QIDQ4999858
Publication date: 2 July 2021
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.06364
Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)
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Automatic selection by penalized asymmetric L q -norm in a high-dimensional model with grouped variables ⋮ Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models
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