Elastic net penalized quantile regression model (Q2020507): Difference between revisions

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+Regularization in statistics
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+Simultaneous analysis of Lasso and Dantzig selector
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+Strong oracle optimality of folded concave penalized estimation
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+A unified approach to model selection and sparse recovery using regularized least squares
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+A Statistical View of Some Chemometrics Regression Tools
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+Q4864293
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+The Adaptive Lasso and Its Oracle Properties
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+Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
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+Robust and sparse estimators for linear regression models
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+Regression Quantiles
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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
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+Adaptive robust variable selection
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+Adaptive elastic net-penalized quantile regression for variable selection
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+Bayesian adaptive Lasso quantile regression
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+Conjugate priors and variable selection for Bayesian quantile regression
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+Variable selection in quantile regression via Gibbs sampling
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+Bayesian Lasso binary quantile regression
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+Adaptive group Lasso selection in quantile models
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+Adaptive fused LASSO in grouped quantile regression
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+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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