Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity |
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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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