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Latest revision as of 18:33, 30 December 2024

scientific article; zbMATH DE number 7724366
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English
Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
scientific article; zbMATH DE number 7724366

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    Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (English)
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    9 August 2023
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    kernel regression
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    model averaging
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    oracle property
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    penalized quantile regression
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    ultrahigh-dimension data
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