Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks
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Publication:6547780
DOI10.1007/s11222-024-10418-4zbMATH Open1539.62033MaRDI QIDQ6547780
Sungwan Bang, Jungmin Shin, Seung Jun Shin, Seunghyun Gwak
Publication date: 31 May 2024
Published in: Statistics and Computing (Search for Journal in Brave)
variable selectionnon-crossingsmoothing functiondeep neural networkneural tangent kernelmultiple quantile regression
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Artificial neural networks and deep learning (68T07)
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