Composite quantile regression for single-index models with asymmetric errors (Q736595)

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Composite quantile regression for single-index models with asymmetric errors
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    Composite quantile regression for single-index models with asymmetric errors (English)
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    4 August 2016
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    composite quantile regression
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    single-index model
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    asymptotic relative efficiency
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    symmetric and asymmetric distributions
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    optimal weight vector
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