Composite quantile regression for single-index models with asymmetric errors
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Publication:736595
DOI10.1007/s00180-016-0645-7zbMath1342.65064OpenAlexW2257767565MaRDI QIDQ736595
Publication date: 4 August 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-016-0645-7
asymptotic relative efficiencycomposite quantile regressionsingle-index modeloptimal weight vectorsymmetric and asymmetric distributions
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)
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