QICD

swMATH19679MaRDI QIDQ31504FDOQ31504

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Source code repository: https://github.com/cran/QICD

Cited In (21)

• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
• Coordinate majorization descent algorithm for nonconvex penalized regression
• Penalized and constrained LAD estimation in fixed and high dimension
• An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
• Elastic net penalized quantile regression model
• An elastic-net penalized expectile regression with applications
• Quantile-based portfolios: post-model-selection estimation with alternative specifications
• Robust network-based analysis of the associations between (epi)genetic measurements
• Quantile regression for functional partially linear model in ultra-high dimensions
• Group identification and variable selection in quantile regression
• Generalized \(\ell_1\)-penalized quantile regression with linear constraints
• An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions
• Group penalized quantile regression
• Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
• Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
• Penalized Quantile Regression for Distributed Big Data Using the Slack Variable Representation
• A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator
• CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
• A coordinate descent algorithm for computing penalized smooth quantile regression
• Title not available (Why is that?)
• A Tuning-free Robust and Efficient Approach to High-dimensional Regression

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