Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677)
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scientific article; zbMATH DE number 6558133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single-index composite quantile regression with heteroscedasticity and general error distributions |
scientific article; zbMATH DE number 6558133 |
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Single-index composite quantile regression with heteroscedasticity and general error distributions (English)
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18 March 2016
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composite quantile regression
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asymptotic efficiency
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single-index model
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compsite quantile regression (CQR)
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weighted CQR (WCQR)
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