An efficient algorithm for the weighted elastic net penalized quantile regression
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- A highly efficient semismooth Newton augmented Lagrangian method for solving lasso problems
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- Adaptive robust variable selection
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- Distributed optimization and statistical learning via the alternating direction method of multipliers
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- Hankel matrix rank minimization with applications to system identification and realization
- scientific article; zbMATH DE number 1266748 (Why is no real title available?)
- Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
- Locally adaptive sparse additive quantile regression model with TV penalty
- On the adaptive elastic net with a diverging number of parameters
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Regression Quantiles
- The L₁ penalized LAD estimator for high dimensional linear regression
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