SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9574|69|3|212-235

ISSN: 0039-0402

Source: Statistica Neerlandica, Vol.69, Iss.3, 2015-08, pp. : 212-235

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Abstract