A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator

DOI10.5705/ss.202019.0415OpenAlexW3174788941MaRDI QIDQ5066792

Dongdong Zhang, Shaohua Pan, Shujun Bi

Publication date: 30 March 2022

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

Full work available at URL: https://doi.org/10.5705/ss.202019.0415

zbMATH Keywords

variable selectionhigh-dimensionproximal dual semismooth Newton methodzero-norm penalized quantile regression

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• SeDuMi
• glmnet
• QICD

Cites Work

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