Adaptive elastic net penalized high-dimensional quantile regression models with generalized coordinate descent algorithm

Statistical Papers 2026

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Authors: YiPing Yang, Liugen Xue, Gaorong Li

DOI: 10.1007/s00362-025-01795-7

Cited by: 1

References: 29

Fields of Study & Subjects

Statistical Methods and Inference Advanced Statistical Methods and Models Financial Risk and Volatility Modeling

References 29