Penalized high-dimensional M-quantile regression: from \(L^1\) to \(L^p\) optimization (Q5094256)
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scientific article; zbMATH DE number 7566508
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| English | Penalized high-dimensional M-quantile regression: from \(L^1\) to \(L^p\) optimization |
scientific article; zbMATH DE number 7566508 |
Statements
Penalized high‐dimensional M‐quantile regression: From <i>L</i><sup>1</sup> to <i>L</i><sup><i>p</i></sup> optimization (English)
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2 August 2022
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\(L^p\)-quantile regression
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asymptotics
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M-quantile regression
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penalized regression
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variable selection
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0.8203509449958801
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0.8058757185935974
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0.7857828140258789
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0.7832921147346497
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0.7818893790245056
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