An Iterative Coordinate Descent Algorithm for High-Dimensional Nonconvex Penalized Quantile Regression

Mathematics

• Coordinate Descent 73%
• Penalized Regression 72%
• Quantile Regression 62%
• High-dimensional 43%
• Penalty Function 39%
• Penalized Least Squares 24%
• Non-convexity 23%
• Modeling 23%
• Microarray 22%
• Least Squares Regression 21%
• Quantile Function 21%
• High-dimensional Data 20%
• Monte Carlo Study 19%
• Loss Function 18%
• Quantile 17%
• Regularity Conditions 17%
• Penalty 16%
• Higher Dimensions 16%
• Convergence Properties 16%
• Deviation 16%
• Covariates 15%
• Subset 10%
• Class 5%

Business & Economics

• Quantile Regression 100%
• Penalty Function 49%
• Quantile 36%
• Microarray 27%
• Non-convexity 24%
• Minimax 22%
• Monte Carlo Study 21%
• Modeling 20%
• Loss Function 20%
• Least Squares 19%
• Covariates 18%
• Regularity 18%
• Penalty 16%
• Deviation 15%