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Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration.

Yuwen GuHui Zou
Published in: IEEE Trans. Inf. Theory (2020)
Keyphrases
  • quantile regression
  • least squares
  • cross validated
  • parameter settings
  • high dimensional
  • response variable
  • data sets
  • cross validation
  • log likelihood
  • random variables
  • random sampling
  • linear model