Composite quantile regression for ultra-high dimensional semiparametric model averaging

Chaohui Guo; Jing Lv; Jibo Wu

doi:10.1016/j.csda.2021.107231

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Composite quantile regression for ultra-high dimensional semiparametric model averaging

Chaohui Guo Jing Lv Jibo Wu

Year: 2021 Journal: Computational Statistics & Data Analysis Vol: 160 Pages: 107231-107231 Publisher: Elsevier BV

DOI: 10.1016/j.csda.2021.107231

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Keywords:

Mathematics Quantile regression Estimator Multivariate statistics Statistics Quantile Semiparametric regression Regression Regression analysis Semiparametric model Nonparametric statistics Econometrics

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Probabilistic and Robust Engineering Design

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Composite quantile regression for ultra-high dimensional semiparametric model averaging

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