Variable selection of varying coefficient models in quantile regression (Q1950855)
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scientific article; zbMATH DE number 6166994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable selection of varying coefficient models in quantile regression |
scientific article; zbMATH DE number 6166994 |
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Variable selection of varying coefficient models in quantile regression (English)
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28 May 2013
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basis approximation
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consistency in variable selection
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second order cone programming
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shrinkage estimator
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