A smoothing iterative method for quantile regression with nonconvex \(\ell_p\) penalty (Q2358473)

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A smoothing iterative method for quantile regression with nonconvex \(\ell_p\) penalty
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    A smoothing iterative method for quantile regression with nonconvex \(\ell_p\) penalty (English)
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    15 June 2017
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    high-dimensional linear sparse model
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    quantile regression
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    smoothing function
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    nonconvex \(\ell_p\) penalty
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    weighted \(\ell_1\) penalty
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