A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction |
scientific article; zbMATH DE number 6921226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction |
scientific article; zbMATH DE number 6921226 |
Statements
A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (English)
0 references
21 August 2018
0 references
asymptotic normality
0 references
B-splines
0 references
check loss function
0 references
variable selection
0 references
varying-coefficient model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.94746965
0 references
0.94066024
0 references
0.9363531
0 references
0.93032223
0 references
0.9287139
0 references
0.92324644
0 references
0.9169912
0 references
0.9144381
0 references
0.91311526
0 references
0.9068624
0 references
