An Iterative Coordinate Descent Algorithm for High-Dimensional Nonconvex Penalized Quantile Regression - Peng, Bo; Wang, Lan (Journal of computational and graphical statistics, 2015)
Keywords: Algorithms; Coordinate descent quantile regression; High-dimensional data; Iterative methods; Lasso and Related Methodologies; Mathematical functions; MCP; Monte Carlo simulation; Nonconvex penalty; Regression analysis; SCAD; Studies; Variable selection