Variable selection in quantile regression when the models have autoregressive errors (Q488595): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jkss.2014.07.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2063581545 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable selection using MM algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting distributions for \(L_1\) regression estimators under general conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3413299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile Autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive process modeling via the Lasso procedure / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4864293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Models with Time Series Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression coefficient and autoregressive order shrinkage and selection via the lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the monotonicity of the ES algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5323642 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Penalized regression models with autoregressive error terms / rank
 
Normal rank

Latest revision as of 13:17, 9 July 2024

scientific article
Language Label Description Also known as
English
Variable selection in quantile regression when the models have autoregressive errors
scientific article

    Statements

    Variable selection in quantile regression when the models have autoregressive errors (English)
    0 references
    0 references
    0 references
    26 January 2015
    0 references
    autoregressive error
    0 references
    ES-algorithm
    0 references
    penalized quantile regression
    0 references
    pseudo data
    0 references
    SCAD penalty
    0 references
    variable selection
    0 references

    Identifiers