Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406)

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scientific article; zbMATH DE number 7450921
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Model averaging marginal regression for high dimensional conditional quantile prediction
scientific article; zbMATH DE number 7450921

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    Model averaging marginal regression for high dimensional conditional quantile prediction (English)
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    27 December 2021
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    kernel estimation
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    marginal regression
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    model averaging
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    penalized quantile regression
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    prediction accuracy
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