Model Selection via Bayesian Information Criterion for Quantile Regression Models

DOI10.1080/01621459.2013.836975zbMath1367.62122OpenAlexW2078269124MaRDI QIDQ4975344

Hohsuk Noh, Eun Ryung Lee, Byeong U. Park

Publication date: 4 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2013.836975

zbMATH Keywords

high dimensionmodel selection consistencynonparametric quantile regressionlinear quantile regressionregularization parameter selectionshrinkage method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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