Focused Information Criterion and Model Averaging in Quantile Regression
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Publication:2864688
DOI10.1080/03610926.2011.636858zbMath1462.62196OpenAlexW2042044631MaRDI QIDQ2864688
Zhong-Zhan Zhang, TianFa Xie, Jiang Du
Publication date: 26 November 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.636858
Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (5)
Model averaging based on rank ⋮ Model averaging for M-estimation ⋮ Estimation for the censored partially linear quantile regression models ⋮ Frequentist model averaging estimation for the censored partial linear quantile regression model ⋮ Focused information criterion and model averaging in censored quantile regression
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