Heteroscedasticity identification and variable selection via multiple quantile regression
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Publication:6552567
DOI10.1080/00949655.2023.2243533MaRDI QIDQ6552567
Xiaoning Kang, Mingqiu Wang, Kun Wang, Yuan Shan Wu, Jiajuan Liang
Publication date: 10 June 2024
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)
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