Penalized high‐dimensional M‐quantile regression: From <i>L</i><sup>1</sup> to <i>L</i><sup><i>p</i></sup> optimization (Q5094256): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 19:46, 5 March 2024
scientific article; zbMATH DE number 7566508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized high‐dimensional M‐quantile regression: From <i>L</i><sup>1</sup> to <i>L</i><sup><i>p</i></sup> optimization |
scientific article; zbMATH DE number 7566508 |
Statements
Penalized high‐dimensional M‐quantile regression: From <i>L</i><sup>1</sup> to <i>L</i><sup><i>p</i></sup> optimization (English)
0 references
2 August 2022
0 references
\(L^p\)-quantile regression
0 references
asymptotics
0 references
M-quantile regression
0 references
penalized regression
0 references
variable selection
0 references
