Quantile regression for dynamic partially linear varying coefficient time series models (Q746867)
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scientific article; zbMATH DE number 6497202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile regression for dynamic partially linear varying coefficient time series models |
scientific article; zbMATH DE number 6497202 |
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Quantile regression for dynamic partially linear varying coefficient time series models (English)
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21 October 2015
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autoregressive models
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model structure recovery
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SCAD penalty
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Schwarz information criterion (SIC)
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splines
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0.94510764
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0.92959833
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0.92749774
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0.9181509
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0.91177475
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0.9105467
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0.90786564
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0.90617186
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