JOURNAL ARTICLE

Dantzig-type penalization for multiple quantile regression with high dimensional covariates

Seyoung ParkXuming HeShuheng Zhou

Year: 2017 Journal:   Statistica Sinica   Publisher: Institute of Statistical Science
Keywords:
Covariate Quantile regression Quantile Econometrics Statistics Type (biology) Mathematics Regression Geology

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35
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0.65
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Topics

Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences →  Mathematics →  Statistics and Probability
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance

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