Dantzig-type penalization for multiple quantile regression with high dimensional covariates (Q4601243)
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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 |
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Dantzig-type penalization for multiple quantile regression with high dimensional covariates (English)
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12 January 2018
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fused Lasso
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high dimensional data
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model selection
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quantile regression
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stability
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