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

@@ Property / arXiv ID @@
+.01648
@@ Property / arXiv ID: 1506.01648 / rank @@
+Normal rank
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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
+Normal rank
@@ Property / cites work @@
+Q4921683
@@ Property / cites work: Q4921683 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive robust variable selection
@@ Property / cites work: Adaptive robust variable selection / rank @@
+Normal rank
@@ Property / cites work @@
+Nonconcave penalized likelihood with a diverging number of parameters.
+Normal rank
@@ Property / cites work @@
+Strong oracle optimality of folded concave penalized estimation
+Normal rank
@@ Property / cites work @@
+Limiting distributions for \(L_1\) regression estimators under general conditions
+Normal rank
@@ Property / cites work @@
+Model Selection via Bayesian Information Criterion for Quantile Regression Models
+Normal rank
@@ Property / cites work @@
+Variable selection and estimation in generalized linear models with the seamless ${\it L}_{{\rm 0}}$ penalty
+Normal rank
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+Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
+Normal rank
@@ Property / cites work @@
+Q5323642
@@ Property / cites work: Q5323642 / rank @@
+Normal rank
@@ Property / cites work @@
+A general theory of concave regularization for high-dimensional sparse estimation problems
+Normal rank
@@ Property / cites work @@
+Adaptive penalized quantile regression for high dimensional data
+Normal rank
@@ Property / cites work @@
+Composite quantile regression and the oracle model selection theory
+Normal rank

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

Latest revision as of 05:42, 11 July 2024

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Mathematics(1 entry)