Random projections for quantile ridge regression

DOI10.1002/STA4.386MaRDI QIDQ6541799FDO

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

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models

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