Pages that link to "Item:Q1995843"
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The following pages link to Advanced algorithms for penalized quantile and composite quantile regression (Q1995843):
Displaying 11 items.
- A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables (Q2076131) (← links)
- Fast quantile regression in reproducing kernel Hilbert space (Q2151599) (← links)
- Single-index composite quantile regression for ultra-high-dimensional data (Q2161022) (← links)
- A majorization-minimization scheme for<i>L</i><sub>2</sub>support vector regression (Q3389658) (← links)
- Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i><sub>2</sub> (Q6059430) (← links)
- Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions (Q6069861) (← links)
- Residual projection for quantile regression in vertically partitioned big data (Q6487753) (← links)
- Robust penalized M-estimation for function-on-function linear regression (Q6541802) (← links)
- Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression (Q6552935) (← links)
- The adaptive LASSO regression and empirical mode decomposition algorithm for enhancing modelling accuracy (Q6552975) (← links)
- A nonparametric model checking test for functional linear composite quantile regression models (Q6595057) (← links)
