A new model selection procedure based on dynamic quantile regression (Q2953289)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new model selection procedure based on dynamic quantile regression |
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A new model selection procedure based on dynamic quantile regression (English)
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4 January 2017
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dynamic quantile regression
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variable selection
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error distribution
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DQR-oracle
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asymptotic relative efficiency
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heteroskedasticity
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