Random projections for quantile ridge regression

Zhou, Y; Liang, J; Hu, YH; Lian, H

Lian, H (corresponding author), City Univ Hong Kong, Dept Math, Kowloon, Hong Kong, Peoples R China.

STAT, 2021; 10 (1):

Abstract

Quantile regression estimate gives more complete information about the response distribution but is more costly to compute than mean regression. When ......

Full Text Link