Composite quantile regression and variable selection in single-index coefficient model (Q286468)
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scientific article; zbMATH DE number 6583296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Composite quantile regression and variable selection in single-index coefficient model |
scientific article; zbMATH DE number 6583296 |
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Composite quantile regression and variable selection in single-index coefficient model (English)
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20 May 2016
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single index coefficient model
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composite quantile regression
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asymptotic normality
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asymptotic relative efficiency
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variable selection
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adaptive LASSO
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0.9774959
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0.9713502
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0.9617299
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0.95850605
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0.9459078
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0.9425683
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0.9351226
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0.93039125
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0.9299428
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