Generalized _1-penalized quantile regression with linear constraints

DOI10.1016/J.CSDA.2019.106819MaRDI QIDQ2008107zbMATH OpenOpenAlexFDO

Authors Yong Xin Liu, Peng Zeng, Lu Lin

Publication date 22 November 2019

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

Full work available at URL https://doi.org/10.1016/j.csda.2019.106819

zbMATH Keywords

degrees of freedomgeneralized LassoKKT conditionslinear programmingquantile regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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• scientific article; zbMATH DE number 5769863 (Why is no real title available?)
• scientific article; zbMATH DE number 5770662 (Why is no real title available?)
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• Variable selection in quantile regression

Cited in

(10)

• Penalized and constrained LAD estimation in fixed and high dimension
• A generalized Newton algorithm for quantile regression models
• scientific article; zbMATH DE number 6836464 (Why is no real title available?)
• A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
• Quantile regression with monotonicity restrictions using P-splines and the L1-norm
• Sparse and robust estimation with ridge minimax concave penalty
• Bayesian quantile regression model with linear inequality constraints
• Extended ADMM for general penalized quantile regression with linear constraints in big data
• Bayesian modal regression with linear inequality constraints using mixture distributions
• Penalized composite quantile regression model for compositional data

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• QICD

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