Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598)
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scientific article; zbMATH DE number 6390570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors |
scientific article; zbMATH DE number 6390570 |
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Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (English)
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26 January 2015
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composite quantile regression
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heavy-tailed autoregressive error models
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oracle properties
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