An Iterative Coordinate Descent Algorithm for High-Dimensional Nonconvex Penalized Quantile Regression
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Title
An Iterative Coordinate Descent Algorithm for High-Dimensional Nonconvex Penalized Quantile Regression
Authors
Keywords
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Journal
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
Volume 24, Issue 3, Pages 676-694
Publisher
Informa UK Limited
Online
2014-04-25
DOI
10.1080/10618600.2014.913516
References
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Related references
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- Shrinkage tuning parameter selection with a diverging number of parameters
- (2008) Hansheng Wang et al. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
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