Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization

@article{Bang2012SimultaneousEA,
  title={Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization},
  author={Sungwan Bang and Myoungshic Jhun},
  journal={Computational Statistics & Data Analysis},
  year={2012},
  volume={56},
  pages={813-826}
}

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