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 |
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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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