A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- A nonsmooth version of Newton's method
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A Statistical View of Some Chemometrics Regression Tools
- A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
- Adaptive robust variable selection
- Analysis of multi-stage convex relaxation for sparse regularization
- Convex Analysis
- Coordinate descent algorithms for lasso penalized regression
- Equivalent Lipschitz surrogates for zero-norm and rank optimization problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Heuristics of instability and stabilization in model selection
- High-dimensional generalizations of asymmetric least squares regression and their applications
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 7306909 (Why is no real title available?)
- Nearly unbiased variable selection under minimax concave penalty
- On the conditions used to prove oracle results for the Lasso
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimization and nonsmooth analysis
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Regression Quantiles
- Regularization and Variable Selection Via the Elastic Net
- Regularization in statistics
- Restricted eigenvalue properties for correlated Gaussian designs
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Simultaneous analysis of Lasso and Dantzig selector
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Strong oracle optimality of folded concave penalized estimation
- The L₁ penalized LAD estimator for high dimensional linear regression
- The Adaptive Lasso and Its Oracle Properties
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Variable selection in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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