Model selection in high-dimensional quantile regression with seamless $L_0$ penalty (Q900968): Difference between revisions

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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Adaptive robust variable selection
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Strong oracle optimality of folded concave penalized estimation
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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+Model Selection via Bayesian Information Criterion for Quantile Regression Models
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+Variable selection and estimation in generalized linear models with the seamless ${\it L}_{{\rm 0}}$ penalty
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+Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
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+A general theory of concave regularization for high-dimensional sparse estimation problems
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+Adaptive penalized quantile regression for high dimensional data
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+Composite quantile regression and the oracle model selection theory
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Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968): Difference between revisions

Latest revision as of 06:42, 11 July 2024

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