Incorporating graphical structure of predictors in sparse quantile regression
Zhanfeng Wang, Xianhui Liu, Wenlu Tang, and Yuanyuan Lin
| Year of publication: |
2021
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|---|---|
| Authors: | Wang, Zhanfeng ; Liu, Xianhui ; Tang, Wenlu ; Lin, Yuanyuan |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 3, p. 783-792
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| Subject: | ADMM algorithm | Graphical structure | Quantile regression | Sparse regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1730859 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012587982