Dantzig-type penalization for multiple quantile regression with high dimensional covariates (Q4601243)
From MaRDI portal
scientific article; zbMATH DE number 6826090
Language | Label | Description | Also known as |
---|---|---|---|
English | Dantzig-type penalization for multiple quantile regression with high dimensional covariates |
scientific article; zbMATH DE number 6826090 |
Statements
Dantzig-type penalization for multiple quantile regression with high dimensional covariates (English)
0 references
12 January 2018
0 references
fused Lasso
0 references
high dimensional data
0 references
model selection
0 references
quantile regression
0 references
stability
0 references