Multitask Quantile Regression Under the Transnormal Model

Mathematics

• Alternating Direction Method 13%
• Cholesky Decomposition 14%
• Closed-form Solution 11%
• Convergence Rate 9%
• Correlation Matrix 12%
• Covariance matrix 9%
• High-dimensional 26%
• Method of multipliers 14%
• Model 17%
• Non-normality 13%
• Nonlinearity 7%
• Oracle 11%
• Penalization 12%
• Performance 12%
• Positive definite 9%
• Prediction Interval 13%
• Projection 7%
• Protein 11%
• Quantile Regression 62%
• Regression 8%
• Regularization 27%
• Robustness 8%
• Sparse matrix 12%
• Spectroscopy 14%

Business & Economics

• Closed-form Solution 11%
• Convergence Rate 14%
• Correlation Matrix 13%
• Covariance Matrix 11%
• Decomposition 11%
• Finite Sample 11%
• Matrix 9%
• Multiplier 10%
• Non-normality 14%
• Nonlinearity 14%
• Performance 8%
• Prediction Interval 15%
• Protein 9%
• Quantile Regression 100%
• Regularization 42%
• Robustness 13%
• Sampling 11%
• Spectroscopy 16%