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Property / author: Wei-Min Qian / rank
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Property / full work available at URL: https://doi.org/10.1007/s00362-014-0646-y / rank
 
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Latest revision as of 16:01, 11 July 2024

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Single-index composite quantile regression with heteroscedasticity and general error distributions
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    Single-index composite quantile regression with heteroscedasticity and general error distributions (English)
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    18 March 2016
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    composite quantile regression
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    asymptotic efficiency
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    single-index model
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    compsite quantile regression (CQR)
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    weighted CQR (WCQR)
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