Random projections for quantile ridge regression

DOI10.1002/sta4.386MaRDI QIDQ6541799

Yao-Hua Hu, Heng Lian, Jiang Liang, Yan Zhou

Publication date: 21 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

dimension reductionridge regressionrandom projectionlinear quantile regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Regression Quantiles
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Convergence of stochastic processes

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