Optimal selection of parameter-wise shrinkage parameters in penalized regression models

DOI10.1002/STA4.70165MaRDI QIDQ7389653zbMATH OpenFDO

Authors Wooyoung Shin, Nahee Kim, Suin Kim, Yoonsuh Jung

Publication date 2026

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.70165

Mathematics Subject Classification ID

Statistics (62-XX)

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• Variable selection in quantile regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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