A sparse approach for high-dimensional data with heavy-tailed noise
Yafen Ye, Yuanhai Shao and Chunna Li
| Year of publication: |
2022
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|---|---|
| Authors: | Ye, Yafen ; Shao, Yuanhai ; Li, Chunna |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 35.2022, 1,3, p. 2764-2780
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| Subject: | High-dimensional data | heavy-tailed noise | Lp-norm support vector quantile regression | variable selection | Regressionsanalyse | Regression analysis | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2021.1978306 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014382243