Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i><sub>2</sub> (Q6059430)

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scientific article; zbMATH DE number 7759519
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Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i><sub>2</sub>
scientific article; zbMATH DE number 7759519

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    Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i><sub>2</sub> (English)
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    2 November 2023
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    oracle property
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    principal component
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    robust regression
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    variable selection
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    weighted composite quantile regression
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