Search Results - "Quantile regression and single-loop algorithm"
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A Parallel Algorithm for Large-Scale Nonconvex Penalized Quantile Regression
ISSN: 1061-8600, 1537-2715Published: Alexandria Taylor & Francis 02.10.2017Published in Journal of computational and graphical statistics (02.10.2017)“…Penalized quantile regression (PQR) provides a useful tool for analyzing high-dimensional data with heterogeneity. However, its computation is challenging due…”
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