ℓ[subscript 1]-penalized quantile regression in high-dimensional sparse models
We consider median regression and, more generally, a possibly infinite collection of quantile regressions in high-dimensional sparse models. In these models, the number of regressors p is very large, possibly larger than the sample size n, but only at most s regressors have a nonzero impact on each...
| Main Authors: | , |
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| 其他作者: | |
| 格式: | 文件 |
| 语言: | en_US |
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Institute of Mathematical Statistics
2013
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| 在线阅读: | http://hdl.handle.net/1721.1/80826 https://orcid.org/0000-0002-3250-6714 |