ℓ[subscript 1]-penalized quantile regression in high-dimensional sparse models
We consider median regression and, more generally, a possibly infinite collection of quantile regressions in high-dimensional sparse models. In these models, the number of regressors p is very large, possibly larger than the sample size n, but only at most s regressors have a nonzero impact on each...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics,
2013-09-20T14:46:45Z.
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| Subjects: | |
| Online Access: | Get fulltext |