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
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Latest revision as of 00:26, 20 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)
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2 August 2022
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\(L^p\)-quantile regression
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asymptotics
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M-quantile regression
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penalized regression
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variable selection
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