Advanced algorithms for penalized quantile and composite quantile regression (Q1995843)
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scientific article; zbMATH DE number 7315558
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Advanced algorithms for penalized quantile and composite quantile regression |
scientific article; zbMATH DE number 7315558 |
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Advanced algorithms for penalized quantile and composite quantile regression (English)
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25 February 2021
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adaptive Lasso
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alternating direction method of multipliers
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coordinate descent
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interior point
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majorize minimization
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0.90480506
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0.9000819
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0.8997436
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0.8929747
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0.89131767
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0.88812935
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0.88748926
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0.8867098
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0.88517797
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