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An Iterative Coordinate Descent Algorithm for High-Dimensional Nonconvex Penalized Quantile Regression - MaRDI portal

An Iterative Coordinate Descent Algorithm for High-Dimensional Nonconvex Penalized Quantile Regression

From MaRDI portal
Publication:5977217

DOI10.1080/10618600.2014.913516MaRDI QIDQ5977217

Bo Peng, Lan Wang

Publication date: 3 July 2015

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)




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