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Technometrics Volume 60, 2018 - Issue 3
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Articles

ADMM for High-Dimensional Sparse Penalized Quantile Regression

Yuwen GuDepartment of Statistics, University of Connecticut, Storrs, CTView further author information
,
Jun FanDepartment of Applied Mathematics, Beijing Jiaotong University, Beijing, ChinaView further author information
,
Lingchen KongDepartment of Applied Mathematics, Beijing Jiaotong University, Beijing, ChinaView further author information
,
Shiqian MaDepartment of Mathematics, University of California, Davis, CAView further author information
&
Hui ZouSchool of Statistics, University of Minnesota, Minneapolis, MNView further author information
Pages 319-331 | Received 01 Aug 2016, Published online: 09 May 2018

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