Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344): Difference between revisions

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+Fast global convergence of gradient methods for high-dimensional statistical recovery
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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Simultaneous analysis of Lasso and Dantzig selector
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+Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Measurement Error in Nonlinear Models
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+Adaptive robust variable selection
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+Q4003037
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+Chi-square oracle inequalities
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+Model Selection via Bayesian Information Criterion for Quantile Regression Models
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+High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
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+Error Distribution for Gene Expression Data
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+Q2896143
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+Sparse recovery under matrix uncertainty
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+Measurement error in Lasso: impact and likelihood bias correction
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+Deconvolving kernel density estimators
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Corrected-loss estimation for quantile regression with covariate measurement errors
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+Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
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+Regularization Parameter Selections via Generalized Information Criterion
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+Q3174050
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+The Adaptive Lasso and Its Oracle Properties
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