On the predictive risk in misspecified quantile regression (Q2330755): Difference between revisions

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+Selected papers of Hirotugu Akaike
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+The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
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+Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
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+Akaike's information criterion and recent developments in information complexity
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+A comparative study of ordinary cross-validation, <i>v</i>-fold cross-validation and the repeated learning-testing methods
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+A general Akaike-type criterion for model selection in robust regression
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+Quantile portfolio optimization under risk measure constraints
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+Quantile processes for semi and nonparametric regression
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+Adapting to Unknown Smoothness via Wavelet Shrinkage
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+Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
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+How Biased is the Apparent Error Rate of a Prediction Rule?
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+The Estimation of Prediction Error
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+Improvements on Cross-Validation: The .632+ Bootstrap Method
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+The risk inflation criterion for multiple regression
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+Evaluating Value-at-Risk Models via Quantile Regression
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+Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
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+Q3998409
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+On parameters of increasing dimensions
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+PORTFOLIO CHOICE VIA QUANTILES
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+Q4671922
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+Q3413299
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+Regression Quantiles
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+Quantile smoothing splines
@@ Property / cites work: Quantile smoothing splines / rank @@
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+Smoothers and the<i>C<sub>p</sub></i>, Generalized Maximum Likelihood, and Extended Exponential Criteria
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+Model Selection via Bayesian Information Criterion for Quantile Regression Models
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+Model Selection Principles in Misspecified Models
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+Some Comments on C P
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+Assessing model adequacy in possibly misspecified quantile regression
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+Local asymptotics for quantile smoothing splines
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+Censored regression quantiles
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+On sparse reconstruction from Fourier and Gaussian measurements
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+Q4344404
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+Estimation of the mean of a multivariate normal distribution
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+Q4066417
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+Q4127159
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+The Covariance Inflation Criterion for Adaptive Model Selection
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+A bias correction for the minimum error rate in cross-validation
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+Advances in prospect theory: cumulative representation of uncertainty
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+How close is the sample covariance matrix to the actual covariance matrix?
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+Q3996207
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+Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
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+On Measuring and Correcting the Effects of Data Mining and Model Selection
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