Generalized \(\ell_1\)-penalized quantile regression with linear constraints (Q2008107)
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scientific article; zbMATH DE number 7135534
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| English | Generalized \(\ell_1\)-penalized quantile regression with linear constraints |
scientific article; zbMATH DE number 7135534 |
Statements
Generalized \(\ell_1\)-penalized quantile regression with linear constraints (English)
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22 November 2019
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degrees of freedom
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generalized Lasso
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KKT conditions
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linear programming
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quantile regression
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0.781798779964447
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0.769196093082428
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0.7650699615478516
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0.7647881507873535
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