Robust and efficient estimation with weighted composite quantile regression (Q1619607)
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scientific article; zbMATH DE number 6978203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust and efficient estimation with weighted composite quantile regression |
scientific article; zbMATH DE number 6978203 |
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Robust and efficient estimation with weighted composite quantile regression (English)
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13 November 2018
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weighted CQR
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oracle MLE
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extended interior algorithm
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double threshold ARCH models
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0.9318746
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0.92658234
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0.92559594
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0.92264843
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0.9194385
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0.9153788
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0.9149378
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