Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression
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Publication:6552935
DOI10.1080/00949655.2023.2232504MaRDI QIDQ6552935
Publication date: 11 June 2024
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Ridge regression; shrinkage estimators (Lasso) (62J07) Numerical mathematical programming methods (65K05) Convex programming (90C25) Multivariate analysis and fuzziness (62H86) Statistical aspects of big data and data science (62R07)
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