Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration
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Publication:5138882
DOI10.1109/TIT.2020.3001090zbMath1453.62568OpenAlexW3034761703MaRDI QIDQ5138882
Publication date: 4 December 2020
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.2020.3001090
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Measures of information, entropy (94A17)
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