Pages that link to "Item:Q4559700"
From MaRDI portal
The following pages link to Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (Q4559700):
Displaying 12 items.
- A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
- Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function (Q2156002) (← links)
- A note on regression kink model (Q5046811) (← links)
- (Q5053270) (← links)
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data (Q5077985) (← links)
- (Q5214199) (← links)
- Multiscale Quantile Segmentation (Q5881143) (← links)
- Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
- Sparse quantile regression (Q6108347) (← links)
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach (Q6542443) (← links)
