Incorporating graphical structure of predictors in sparse quantile regression
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 |
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