Zhao, Weihua; Zhang, Riquan; Liu, Jicai - In: Journal of Applied Statistics 41 (2014) 8, pp. 1658-1677
The group Lasso is a penalized regression method, used in regression problems where the covariates are partitioned into groups to promote sparsity at the group level [27]. Quantile group Lasso, a natural extension of quantile Lasso [25], is a good alternative when the data has group information...