Model-averaging-based semiparametric modeling for conditional quantile prediction
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Publication:6649847
DOI10.1007/s11425-022-2205-1MaRDI QIDQ6649847
Publication date: 6 December 2024
Published in: Science China. Mathematics (Search for Journal in Brave)
kernel smoothingasymptotic optimalitymodel averagingvarying coefficient modelconditional quantile predictionleave-one-out crossvalidation
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)
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