Penalized high‐dimensional M‐quantile regression: From L1 to Lp optimization

DOI10.1002/cjs.11597zbMath1492.62075OpenAlexW3134098418MaRDI QIDQ5094256

Weiping Zhang, Xiao Guo, Jie Hu, Yu Chen

Publication date: 2 August 2022

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11597

zbMATH Keywords

asymptoticsvariable selectionpenalized regressionM-quantile regression\(L^p\)-quantile regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08)

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