Adaptive sparse group LASSO in quantile regression (Q2051571)

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Adaptive sparse group LASSO in quantile regression
scientific article

    Statements

    title
    Adaptive sparse group LASSO in quantile regression (English)
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    publication date
    24 November 2021
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    zbMATH Keywords
    high-dimension
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    penalization
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    regularization
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    prediction
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    weight calculation
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    describes a project that uses
    CVXPY
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    ECOS
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    Identifiers

    zbMATH DE Number
    7433030
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