A Homotopy Algorithm for the Quantile Regression Lasso and Related Piecewise Linear Problems

Published 2011 View Full Article

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Title
A Homotopy Algorithm for the Quantile Regression Lasso and Related Piecewise Linear Problems
Authors
Keywords
-
Journal
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
Volume 20, Issue 4, Pages 972-987
Publisher
Informa UK Limited
Online
2011-03-23
DOI
10.1198/jcgs.2011.09184

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