Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677)

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Single-index composite quantile regression with heteroscedasticity and general error distributions
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    Single-index composite quantile regression with heteroscedasticity and general error distributions (English)
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    18 March 2016
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    composite quantile regression
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    asymptotic efficiency
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    single-index model
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    compsite quantile regression (CQR)
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    weighted CQR (WCQR)
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