Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007): Difference between revisions

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Revision as of 01:59, 27 July 2024

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Composite quantile regression for ultra-high dimensional semiparametric model averaging
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    Composite quantile regression for ultra-high dimensional semiparametric model averaging (English)
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    9 November 2021
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    composite quantile regression
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    model averaging
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    penalized estimation
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    robustness
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    sure independence screening
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    ultra-high dimensionality
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