Sequential thresholded quantile estimator for sparse regression
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- A nonlinear mixed–integer programming approach for variable selection in linear regression model
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- Bayesian bridge-randomized penalized quantile regression
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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- Model selection in high-dimensional quantile regression with seamless L₀ penalty
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- Nearly unbiased variable selection under minimax concave penalty
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- The Adaptive Lasso and Its Oracle Properties
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Variable selection in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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