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"Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning ..."
Yuwen Gu, Hui Zou (2020)
- Yuwen Gu, Hui Zou:
Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration. IEEE Trans. Inf. Theory 66(11): 7132-7154 (2020)
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