Model Selection via Bayesian Information Criterion for Quantile Regression Models
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Publication:4975344
DOI10.1080/01621459.2013.836975zbMath1367.62122OpenAlexW2078269124MaRDI QIDQ4975344
Hohsuk Noh, Eun Ryung Lee, Byeong U. Park
Publication date: 4 August 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2013.836975
high dimensionmodel selection consistencynonparametric quantile regressionlinear quantile regressionregularization parameter selectionshrinkage method
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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