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A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty - MaRDI portal

A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371)

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scientific article; zbMATH DE number 6074556
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English
A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
scientific article; zbMATH DE number 6074556

    Statements

    A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (English)
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    30 August 2012
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    Bayesian information criterion (BIC)
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    quantile regression
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    SCAD penalty
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    Schwarz information criterion (SIC)
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