Shrinkage estimation for identification of linear components in composite quantile additive models
DOI10.1080/03610918.2018.1524905zbMath1489.62128OpenAlexW2901625170MaRDI QIDQ5083888
Changgen Peng, Junjie Ma, Huilan Liu
Publication date: 21 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2018.1524905
spline approximationlocal linear approximationcomposite quantile regressionadditive modelpartially linear additive model
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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