Adaptive group LASSO selection in quantile models
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/article/10.1007/s00362-016-0832-1/fulltext.html
Reference16 articles.
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3. Guo X, Zhang H, Wang Y, Wu JL (2015) Model selection and estimation in high dimensional regression models with group SCAD. Stat. Probabil. Lett. 103:86–92
4. Huang J, Breheny P, Ma S (2012) A selective review of group selection in high-dimensional models. Stat. Sci. 27(4):481–499
5. Knight K (1998) Limiting distributions for L1 regression estimators under general conditions. Ann. Stat. 26:755–770
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