A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty

DOI10.1016/j.spl.2012.03.039zbMath1456.62144OpenAlexW2165952977MaRDI QIDQ449371

Heng Lian

Publication date: 30 August 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.039

zbMATH Keywords

quantile regressionBayesian information criterion (BIC)SCAD penaltySchwarz information criterion (SIC)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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