Adaptive sup-norm regularized simultaneous multiple quantiles regression (Q5169749)

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scientific article; zbMATH DE number 6316555
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Adaptive sup-norm regularized simultaneous multiple quantiles regression
scientific article; zbMATH DE number 6316555

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    Adaptive sup-norm regularized simultaneous multiple quantiles regression (English)
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    11 July 2014
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    multiple quantiles regression
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    regularization
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    sup-norm
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    variable selection
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