Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406)
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scientific article; zbMATH DE number 7450921
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Model averaging marginal regression for high dimensional conditional quantile prediction |
scientific article; zbMATH DE number 7450921 |
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Model averaging marginal regression for high dimensional conditional quantile prediction (English)
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27 December 2021
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kernel estimation
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marginal regression
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model averaging
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penalized quantile regression
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prediction accuracy
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0.8028795123100281
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0.8027385473251343
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0.7886057496070862
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0.7803953289985657
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0.7790168523788452
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