High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization

DOI10.1111/rssb.12485OpenAlexW4200113457MaRDI QIDQ5869187

Wen-Xin Zhou, Kean Ming Tan, Lan Wang

Publication date: 27 September 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.05640

zbMATH Keywords

convolutionquantile regressionoracle propertyconcave regularizationminimum signal strength

Mathematics Subject Classification ID

Statistics (62-XX)

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