A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371)
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English | A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty |
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A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (English)
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30 August 2012
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Bayesian information criterion (BIC)
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quantile regression
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SCAD penalty
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Schwarz information criterion (SIC)
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