Jul 2026
Tensor Quantile Regression With Exponential‐Type Penalty
A robust tensor quantile regression method, in which CANDECOMP/PARAFAC (CP) decomposition is employed for dimension reduction, and an exponential‐type penalty (ETP) is imposed at the element‐wise level to achieve sparse variable selection.
Tan Meng, Shuo Liu, Mao-Zai Tian
· Statistical analysis and dat... · 0 citations