Composite quantile regression and the oracle model selection theory

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Publication:930648

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DOI10.1214/07-AOS507zbMath1360.62394arXiv0806.2905OpenAlexW1996742192MaRDI QIDQ930648

Hui Zou, Ming Yuan

Publication date: 1 July 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.2905

zbMATH Keywords

model selection asymptotic efficiency linear program universal lower bound oracle properties

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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