Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (Q4559700)

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scientific article; zbMATH DE number 6988490
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Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
scientific article; zbMATH DE number 6988490

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    Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (English)
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    4 December 2018
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    high-dimensional M-estimation
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    lasso
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    scad
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    sparsity
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    variable selection
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