Variable selection of varying coefficient models in quantile regression (Q1950855)

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scientific article; zbMATH DE number 6166994
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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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