Adaptive sparse group LASSO in quantile regression
Álvaro Méndez-Civieta, M. Carmen Aguilera‐Morillo, Rosa E. Lillo
Topics & Concepts
EstimatorQuantileOracleQuantile regressionLasso (programming language)Dimension (graph theory)Property (philosophy)Adaptive estimatorMathematicsRegressionComputer scienceKey (lock)Mathematical optimizationEconometricsStatisticsCombinatoricsSoftware engineeringComputer securityWorld Wide WebEpistemologyPhilosophyStatistical Methods and InferenceControl Systems and IdentificationAdvanced Statistical Methods and Models