Variable selection in quantile regression

Statistica Sinica

Volumn 19, Issue 2, 2009, Pages 801-817

  Wu, Yichao ^a   Liu, Yufeng ^b  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

^b University of North Carolina at Chapel Hill   (United States)

Author keywords

DCA; LASSO; Oracle; Quantile regression; SCAD; Variable selection

Indexed keywords

EID: 68149091660     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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