Focused Information Criterion and Model Averaging in Quantile Regression
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Publication:2864688
DOI10.1080/03610926.2011.636858zbMath1462.62196OpenAlexW2042044631MaRDI QIDQ2864688
Zhong-Zhan Zhang, TianFa Xie, Jiang Du
Publication date: 26 November 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.636858
Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Model averaging based on rank, Model averaging for M-estimation, Estimation for the censored partially linear quantile regression models, Frequentist model averaging estimation for the censored partial linear quantile regression model, Focused information criterion and model averaging in censored quantile regression
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