Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single-index composite quantile regression with heteroscedasticity and general error distributions |
scientific article |
Statements
Single-index composite quantile regression with heteroscedasticity and general error distributions (English)
0 references
18 March 2016
0 references
composite quantile regression
0 references
asymptotic efficiency
0 references
single-index model
0 references
compsite quantile regression (CQR)
0 references
weighted CQR (WCQR)
0 references
