Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (Q6113515)
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scientific article; zbMATH DE number 7724366
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction |
scientific article; zbMATH DE number 7724366 |
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Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (English)
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9 August 2023
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kernel regression
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model averaging
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oracle property
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penalized quantile regression
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ultrahigh-dimension data
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