Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models

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Publication:495344


DOI10.1016/j.jmva.2015.04.009zbMath1327.62406MaRDI QIDQ495344

Abhishek Kaul, Hira L. Koul

Publication date: 10 September 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.04.009


62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models


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