Cited in
(35)- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
- scientific article; zbMATH DE number 7306923 (Why is no real title available?)
- Group identification and variable selection in quantile regression
- Penalized and constrained LAD estimation in fixed and high dimension
- An elastic-net penalized expectile regression with applications
- 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
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints
- Quantile-based portfolios: post-model-selection estimation with alternative specifications
- Quantile regression for functional partially linear model in ultra-high dimensions
- Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
- Elastic net penalized quantile regression model
- Group penalized quantile regression
- A tuning-free robust and efficient approach to high-dimensional regression
- mixOmics
- flare
- APPLE
- gglasso
- rqPen
- sparsenet
- C-HiLasso
- AS 229
- wwcode
- iMapReduce
- D-ADMM
- cvplogistic
- Algorithm 478
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
- Robust network-based analysis of the associations between (epi)genetic measurements
- conquer
- A coordinate descent algorithm for computing penalized smooth quantile regression
- Coordinate majorization descent algorithm for nonconvex penalized regression
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