Focused information criterion and model averaging based on weighted composite quantile regression

DOI10.1111/SJOS.12034OpenAlexW2130862711MaRDI QIDQ5418630

Suojin Wang, Jianhua Z. Huang, Ganggang Xu

Publication date: 26 May 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12034

zbMATH Keywords

model inferencefocused information criterionfrequentist model averagingweighted composite quantile estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (14)

Robust empirical likelihood for partially linear models via weighted composite quantile regression ⋮ Efficient maximum approximated likelihood inference for Tukey's \(g\)-and-\(h\) distribution ⋮ Frequentist model averaging estimation for the censored partial linear quantile regression model ⋮ Focused information criterion and model averaging in censored quantile regression ⋮ Frequentist model averaging for threshold models ⋮ Frequentist model averaging for envelope models ⋮ Multifold Cross-Validation Model Averaging for Generalized Additive Partial Linear Models ⋮ Model selection and model averaging for analysis of truncated and censored data with measurement error ⋮ A High‐dimensional Focused Information Criterion ⋮ Weighted composite quantile regression method via empirical likelihood for non linear models ⋮ Focused information criterion and model averaging with generalized rank regression ⋮ Model averaging based on leave-subject-out cross-validation ⋮ Efficient Estimation for Models With Nonlinear Heteroscedasticity ⋮ Composite versus model-averaged quantile regression

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