Fused LASSO as Non-crossing Quantile Regression
Year of publication: |
2024
|
---|---|
Authors: | Szendrei, Tibor ; Bhattacharjee, Arnab ; Schaffer, Mark E |
Publisher: |
Bonn : Institute of Labor Economics (IZA) |
Subject: | fused-shrinkage | quantile regression | non-crossing constraints | LASSO |
Series: | IZA Discussion Papers ; 17149 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 189597349X [GVK] RePEc:iza:izadps:dp17149 [RePEc] |
Classification: | C21 - Cross-Sectional Models; Spatial Models |
Source: |
-
Fused LASSO as non-crossing quantile regression
Szendrei, Tibor, (2024)
-
FRM: A financial risk meter based on penalizing tail events occurrence
Yu, Lining, (2017)
-
Borke, Lukas, (2017)
- More ...
-
Fused LASSO as non-crossing quantile regression
Szendrei, Tibor, (2024)
-
Bhattacharjee, Arnab, (2023)
-
Investigating the effect of green finance initiatives on renewable energy penetration in Europe
Szendrei, Tibor, (2024)
- More ...