High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization
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Publication:5869187
DOI10.1111/rssb.12485MaRDI QIDQ5869187
Wen-Xin Zhou, Kean Ming Tan, Lan Wang
Publication date: 27 September 2022
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.05640
62-XX: Statistics
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