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Variable selection via composite quantile regression with dependent errors - MaRDI portal

Variable selection via composite quantile regression with dependent errors (Q6066191)

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scientific article; zbMATH DE number 7775864
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Variable selection via composite quantile regression with dependent errors
scientific article; zbMATH DE number 7775864

    Statements

    title
    Variable selection via composite quantile regression with dependent errors (English)
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    DOI
    10.1111/stan.12035
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    author
    Yanlin Tang
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    Xin-Yuan Song
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    Zhong-yi Zhu
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    publication date
    12 December 2023
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    Mathematics Subject Classification ID
    62Gxx
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    62Jxx
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    62Fxx
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    zbMATH DE Number
    7775864
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    zbMATH Keywords
    adaptive Lasso
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    quantile regression
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    short-range dependence
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    strictly stationary
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    universal lower bound
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