Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data (Q5037835)

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scientific article; zbMATH DE number 7484127
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Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
scientific article; zbMATH DE number 7484127

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    Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data (English)
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    4 March 2022
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    quantile regression
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    sparsity
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    ultrahigh-dimensional data
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    variable screening
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