Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344): Difference between revisions

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Latest revision as of 06:07, 14 July 2024

scientific article; zbMATH DE number 6756865
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Model Selection via Bayesian Information Criterion for Quantile Regression Models
scientific article; zbMATH DE number 6756865

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    Model Selection via Bayesian Information Criterion for Quantile Regression Models (English)
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    4 August 2017
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    high dimension
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    linear quantile regression
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    model selection consistency
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    nonparametric quantile regression
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    regularization parameter selection
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    shrinkage method
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