Adaptive sup-norm regularized simultaneous multiple quantiles regression (Q5169749)
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scientific article; zbMATH DE number 6316555
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| English | 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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0.8609545826911926
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0.8154366612434387
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0.8005204796791077
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0.7851229906082153
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0.773876428604126
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