Sparse group variable selection based on quantile hierarchical Lasso (Q5128673)

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scientific article; zbMATH DE number 7267795
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Sparse group variable selection based on quantile hierarchical Lasso
scientific article; zbMATH DE number 7267795

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    Sparse group variable selection based on quantile hierarchical Lasso (English)
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    28 October 2020
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    quantile regression
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    group variable selection
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    hierarchical Lasso
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    adaptive Lasso
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    oracle property
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    varying coefficient model
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