Random projections for quantile ridge regression

DOI10.1002/STA4.386MaRDI QIDQ6541799FDOQ6541799

Authors: Yan Zhou, Jiang Liang, Yaohua Hu, Heng Lian 

Publication date: 21 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

dimension reductionridge regressionrandom projectionlinear quantile regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Random Projections for Classification: A Recovery Approach
• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
• Sketched ridge regression: optimization perspective, statistical perspective, and model averaging

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