COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS (Q5880806): Difference between revisions

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+A Model-Averaging Approach for High-Dimensional Regression
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+Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Bagging predictors
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+Choosing the Number of Instruments
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+Complete subset regressions
@@ Property / cites work: Complete subset regressions / rank @@
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+Complete subset regressions with large-dimensional sets of predictors
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+Predictive quantile regressions under persistence and conditional heteroskedasticity
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+A General Approach to the Strong Law of Large Numbers
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+Least Squares Model Averaging
@@ Property / cites work: Least Squares Model Averaging / rank @@
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+Jackknife model averaging
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+Analyzing cross-validation for forecasting with structural instability
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+Q3413299
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+Regression Quantiles
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+Constructing Optimal Instruments by First-Stage Prediction Averaging
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+Predictive quantile regression with persistent covariates: IVX-QR approach
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+Complete subset averaging with many instruments
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+Jackknife model averaging for quantile regressions
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+Q3093378
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+A Quantile Regression Approach to Equity Premium Prediction
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+Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
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+Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
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+Bandwidth choice for nonparametric regression
@@ Property / cites work: Bandwidth choice for nonparametric regression / rank @@
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+An optimal selection of regression variables
@@ Property / cites work: An optimal selection of regression variables / rank @@
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