Doubly robust weighted composite quantile regression based on SCAD‐L2

DOI10.1002/cjs.11681OpenAlexW4200319091MaRDI QIDQ6059430

Xiaoning Kang, Zhimiao Cao, Mingqiu Wang

Publication date: 2 November 2023

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

Full work available at URL: https://doi.org/10.1002/cjs.11681

zbMATH Keywords

robust regressionvariable selectionoracle propertyweighted composite quantile regressionprincipal component

Mathematics Subject Classification ID

Statistics (62-XX)

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