Focused information criterion and model averaging based on weighted composite quantile regression

DOI10.1111/sjos.12034OpenAlexW2130862711MaRDI QIDQ5418630

Suojin Wang, Jianhua Z. Huang, Ganggang Xu

Publication date: 26 May 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12034

zbMATH Keywords

model inferencefocused information criterionfrequentist model averagingweighted composite quantile estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Robust empirical likelihood for partially linear models via weighted composite quantile regression, Efficient maximum approximated likelihood inference for Tukey's \(g\)-and-\(h\) distribution, Frequentist model averaging estimation for the censored partial linear quantile regression model, Focused information criterion and model averaging in censored quantile regression, Frequentist model averaging for threshold models, Frequentist model averaging for envelope models, Multifold Cross-Validation Model Averaging for Generalized Additive Partial Linear Models, Model selection and model averaging for analysis of truncated and censored data with measurement error, A High‐dimensional Focused Information Criterion, Weighted composite quantile regression method via empirical likelihood for non linear models, Focused information criterion and model averaging with generalized rank regression, Model averaging based on leave-subject-out cross-validation, Composite versus model-averaged quantile regression

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