A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
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Publication:449371
DOI10.1016/j.spl.2012.03.039zbMath1456.62144OpenAlexW2165952977MaRDI QIDQ449371
Publication date: 30 August 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.039
quantile regressionBayesian information criterion (BIC)SCAD penaltySchwarz information criterion (SIC)
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