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Primary Article

L1-Norm Quantile Regression

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Pages 163-185 | Published online: 01 Jan 2012

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Kengo Kato. (2010) Solving ℓ1 Regularization Problems With Piecewise Linear Losses. Journal of Computational and Graphical Statistics 19:4, pages 1024-1040.
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Ming Yuan & Hui Zou. (2009) Efficient Global Approximation of Generalized Nonlinear ℓ1-Regularized Solution Paths and Its Applications. Journal of the American Statistical Association 104:488, pages 1562-1574.
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