The structured elastic net for quantile regression and support vector classification

DOI10.1007/s11222-010-9214-zzbMath1322.62041OpenAlexW2119835883MaRDI QIDQ746191

Martin Slawski

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9214-z

zbMATH Keywords

quantile regressionelastic netsolution pathdouble regularizationsupport vector classification

Mathematics Subject Classification ID

Related Items (7)

On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming ⋮ Bayesian model selection in ordinal quantile regression ⋮ An intelligent system approach for asthma prediction in symptomatic preschool children ⋮ A coordinate descent algorithm for computing penalized smooth quantile regression ⋮ Group identification and variable selection in quantile regression ⋮ Adaptive elastic-net selection in a quantile model with diverging number of variable groups ⋮ A partial graphical model with a structural prior on the direct links between predictors and responses

Uses Software

• fda (R)
• gamair

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