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]
@article{GuFKMZ18,
title = {ADMM for High-Dimensional Sparse Penalized Quantile Regression},
author = {Yuwen Gu and Jun Fan and Lingchen Kong and Shiqian Ma and Hui Zou},
year = {2018},
doi = {10.1080/00401706.2017.1345703},
url = {https://doi.org/10.1080/00401706.2017.1345703},
researchr = {https://researchr.org/publication/GuFKMZ18},
cites = {0},
citedby = {0},
journal = {Technometrics},
volume = {60},
number = {3},
pages = {319-331},
}