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Focused information criterion and model averaging based on weighted composite quantile regression - MaRDI portal

Focused information criterion and model averaging based on weighted composite quantile regression (Q5418630)

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scientific article; zbMATH DE number 6298507
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Focused information criterion and model averaging based on weighted composite quantile regression
scientific article; zbMATH DE number 6298507

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    Focused information criterion and model averaging based on weighted composite quantile regression (English)
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    26 May 2014
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    focused information criterion
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    frequentist model averaging
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    model inference
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    weighted composite quantile estimator
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