Dantzig-type penalization for multiple quantile regression with high dimensional covariates (Q4601243)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dantzig-type penalization for multiple quantile regression with high dimensional covariates |
scientific article; zbMATH DE number 6826090
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0.9010712
0 references
0.8996127
0 references
0.8961312
0 references
0.8960866
0 references
0.8947438
0 references
0.8942833
0 references
0.89305246
0 references
0.8900216
0 references
