Dantzig-type penalization for multiple quantile regression with high dimensional covariates

Keyphrases

• Model Selection 100%
• Penalization 100%
• High-dimensional Covariates 100%
• Multiple Quantile Regression 100%
• Multiple Quantiles 66%
• Parameter Estimation 33%
• Homogeneous-heterogeneous 33%
• Asymptotic Normality 33%
• Numerical Data 33%
• Penalization Method 33%
• Numerical Examples 33%
• Model Selection Strategy 33%
• Heterogeneous Case 33%
• Selection Parameters 33%
• Quantile Regression Model 33%
• Stable Models 33%
• Conditional Quantiles 33%
• Joint Quantile Model 33%
• Sparse Model Selection 33%
• Model Selection Consistency 33%

Mathematics

• Covariate 100%
• Quantile Regression 100%
• Quantile 100%
• Model Selection 57%
• Parameter Estimation 14%
• Asymptotic Normality 14%
• Conditionals 14%
• Regression Model 14%
• Numerical Example 14%
• Numerical Data 14%
• Quantile Function 14%
• stable model 14%