An Iterative Coordinate Descent Algorithm for High-Dimensional Nonconvex Penalized Quantile Regression

By Bo Peng, Lan Wang. 2015

93 citations recorded by the source corpus.

Subfields: Computational Mechanics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/6a0700327a8f589920c6b79366aa62b11c9c2789