Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968)
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English | Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty |
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Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (English)
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23 December 2015
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high-dimension
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quantile regression
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seamless \(L_0\) penalty
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oracle properties
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BIC criterion
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