QICD
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Software:31504
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Source code repository: https://github.com/cran/QICD
Related Items (21)
Penalized and constrained LAD estimation in fixed and high dimension ⋮ An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data ⋮ Penalized Quantile Regression for Distributed Big Data Using the Slack Variable Representation ⋮ CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION ⋮ A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator ⋮ Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses ⋮ Variable selection and estimation using a continuous approximation to the \(L_0\) penalty ⋮ A coordinate descent algorithm for computing penalized smooth quantile regression ⋮ Simultaneous estimation of quantile regression functions using B-splines and total variation penalty ⋮ A Tuning-free Robust and Efficient Approach to High-dimensional Regression ⋮ Generalized \(\ell_1\)-penalized quantile regression with linear constraints ⋮ Elastic net penalized quantile regression model ⋮ Group identification and variable selection in quantile regression ⋮ Robust network-based analysis of the associations between (epi)genetic measurements ⋮ Quantile regression for functional partially linear model in ultra-high dimensions ⋮ An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions ⋮ Quantile-based portfolios: post-model-selection estimation with alternative specifications ⋮ Coordinate majorization descent algorithm for nonconvex penalized regression ⋮ Group penalized quantile regression ⋮ Unnamed Item ⋮ An elastic-net penalized expectile regression with applications
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