Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle
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Publication:4975574
DOI10.1080/01621459.2014.889022zbMath1368.62092OpenAlexW2024950154MaRDI QIDQ4975574
Rex C. Y. Cheung, Ming Zhong, Alexander Aue, Thomas C. M. Lee
Publication date: 7 August 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/53p322nb
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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