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ADMM for High-Dimensional Sparse Penalized Quantile Regression

Yuwen Gu, Jun Fan, Lingchen Kong, Shiqian Ma, Hui Zou. ADMM for High-Dimensional Sparse Penalized Quantile Regression. Technometrics, 60(3):319-331, 2018. [doi]

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Yuwen Gu

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Jun Fan

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Lingchen Kong

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Shiqian Ma

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Hui Zou

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