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

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Property / author: Hee-Seok Oh / rank
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Property / author
 
Property / author: Hee-Seok Oh / rank
 
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Property / Mathematics Subject Classification ID: 62J05 / rank
 
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Property / Mathematics Subject Classification ID: 62M10 / rank
 
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Property / Mathematics Subject Classification ID: 62J07 / rank
 
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Property / zbMATH DE Number: 6390569 / rank
 
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autoregressive error
Property / zbMATH Keywords: autoregressive error / rank
 
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ES-algorithm
Property / zbMATH Keywords: ES-algorithm / rank
 
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Property / zbMATH Keywords
 
penalized quantile regression
Property / zbMATH Keywords: penalized quantile regression / rank
 
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pseudo data
Property / zbMATH Keywords: pseudo data / rank
 
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SCAD penalty
Property / zbMATH Keywords: SCAD penalty / rank
 
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Property / zbMATH Keywords
 
variable selection
Property / zbMATH Keywords: variable selection / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jkss.2014.07.002 / rank
 
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Property / OpenAlex ID: W2063581545 / rank
 
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Property / cites work
 
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Latest revision as of 13:17, 9 July 2024

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