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Adaptive sparse group LASSO in quantile regression

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Adaptive sparse group LASSO in quantile regression

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Mendez-Civieta, A.; Aguilera-Morillo, MC.; Lillo, RE. (2021). Adaptive sparse group LASSO in quantile regression. Advances in Data Analysis and Classification. 15:547-573. https://doi.org/10.1007/s11634-020-00413-8

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Título: Adaptive sparse group LASSO in quantile regression
Autor: Mendez-Civieta, Alvaro Aguilera-Morillo, M. Carmen Lillo, Rosa E.
Entidad UPV: Universitat Politècnica de València. Departamento de Estadística e Investigación Operativa Aplicadas y Calidad - Departament d'Estadística i Investigació Operativa Aplicades i Qualitat
Fecha difusión:
Resumen:
[EN] This paper studies the introduction of sparse group LASSO (SGL) to the quantile regression framework. Additionally, a more flexible version, an adaptive SGL is proposed based on the adaptive idea, this is, the usage ...[+]
Palabras clave: High-dimension , Penalization , Regularization , Prediction , Weight calculation
Derechos de uso: Reserva de todos los derechos
Fuente:
Advances in Data Analysis and Classification. (issn: 1862-5347 )
DOI: 10.1007/s11634-020-00413-8
Editorial:
Springer-Verlag
Versión del editor: https://doi.org/10.1007/s11634-020-00413-8
Código del Proyecto:
info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/MTM2017-88708-P/ES/CONTRIBUCIONES METODOLOGICAS Y APLICADAS EN MODELIZACION ESTOCASTICA Y FUNCIONAL DE DATOS ESTADISTICOS/
...[+]
info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/MTM2017-88708-P/ES/CONTRIBUCIONES METODOLOGICAS Y APLICADAS EN MODELIZACION ESTOCASTICA Y FUNCIONAL DE DATOS ESTADISTICOS/
info:eu-repo/grantAgreement/EC//UNC313-4E-2361/
info:eu-repo/grantAgreement/MICINN//ENE2009-12213-C03-03/ES/Mecanismos Fisicos Implicados En El Transporte Y En Las Transiciones De Confinamiento En Plasmas/
info:eu-repo/grantAgreement/EC//ENE2009-12213-C03-03/
info:eu-repo/grantAgreement/MINECO//ECO2015-66593-P/ES/"BIG DATA" Y DATOS COMPLEJOS EN EMPRESA Y FINANZAS/
info:eu-repo/grantAgreement/EC//ENE2012-33219/
info:eu-repo/grantAgreement/MINECO//UNC313-4E-2361/ES/PLATAFORMA DE CÁLCULO DE ALTAS PRESTACIONES/
info:eu-repo/grantAgreement/Agencia Estatal de Investigación//IJCI-2017-34038//Juan de la Cierva - Incorporación/
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Agradecimientos:
We appreciate the work of the referees that has contributed to substantially improve the scientific contributions of this work. In this research we have made use of Uranus, a supercomputer cluster located at University ...[+]
Tipo: Artículo

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