Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007)
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scientific article; zbMATH DE number 7422733
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| English | Composite quantile regression for ultra-high dimensional semiparametric model averaging |
scientific article; zbMATH DE number 7422733 |
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Composite quantile regression for ultra-high dimensional semiparametric model averaging (English)
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9 November 2021
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composite quantile regression
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model averaging
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penalized estimation
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robustness
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sure independence screening
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ultra-high dimensionality
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0.9268796
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0.9249548
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0.92463636
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0.92417425
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0.92240536
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0.9217137
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0.9153152
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0.9124443
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0.9080917
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