Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792)
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scientific article; zbMATH DE number 6392132
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| English | Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity |
scientific article; zbMATH DE number 6392132 |
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Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (English)
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29 January 2015
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adaptive group LASSO
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heteroscedasticity
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oracle properties
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varying coefficient model
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variable selection
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weighted composite quantile regression
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0.8894953727722168
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0.8860862255096436
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0.8558504581451416
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0.8454558849334717
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