Oracle estimation of a change point in high-dimensional quantile regression (Q4559700)
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scientific article; zbMATH DE number 6988490
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | 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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0.8021334409713745
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0.7798274755477905
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0.7583830952644348
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0.7567960023880005
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0.7539761662483215
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