Regularized simultaneous model selection in multiple quantiles regression

DOI10.1016/j.csda.2008.05.013zbMath1452.62301OpenAlexW2165161097MaRDI QIDQ1023905

Hui Zou, Ming Yuan

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.05.013

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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Uses Software

• ElemStatLearn

Cites Work

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• The elements of statistical learning. Data mining, inference, and prediction
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