Sparse quantile regression via ℓ０-penalty

Toshio Honda, 敏雄 本田 and Wei-Ying Wu

No 2023-03, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: selection consistency; high-dimensional information criteria; B-spline basis; linear model; additive models; varying coefficient models; cyclic block coordinate descent algorithm (search for similar items in EconPapers)
Pages: 38 pages
Date: 2024-11
New Economics Papers: this item is included in nep-ecm
Note: The first version : November 2023, The second version : December 2023, This version : November 2024
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2023-03

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