Regularized quantile regression and robust feature screening for single index models (Q3465094)

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Regularized quantile regression and robust feature screening for single index models
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    Regularized quantile regression and robust feature screening for single index models (English)
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    28 January 2016
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    distance correlation
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    penalized quantile regression
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    single index models
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    sure screening property
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    ultrahigh dimensionality
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