Tibor Szendrei

National Institute of Economic and Social Research (NIESR)

2 Dean Trench Street

Smith Square

London, SW1P 3HE

United Kingdom

Heriot-Watt University

  • National Institute of Economic and Social Research (NIESR)

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Fused Lasso as Non-Crossing Quantile Regression

IZA Discussion Paper No. 17149
Number of pages: 39 Posted: 19 Jul 2024
Tibor Szendrei, Arnab Bhattacharjee and Mark Schaffer
National Institute of Economic and Social Research (NIESR), Heriot-Watt University and Heriot-Watt University
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Abstract:

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fused-shrinkage, quantile regression, non-crossing constraints, LASSO