Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968)

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Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty
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    Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (English)
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    23 December 2015
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    high-dimension
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    quantile regression
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    seamless \(L_0\) penalty
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    oracle properties
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    BIC criterion
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