Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Single-index composite quantile regression with heteroscedasticity and general error distributions |
scientific article; zbMATH DE number 6558133
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Single-index composite quantile regression with heteroscedasticity and general error distributions |
scientific article; zbMATH DE number 6558133 |
Statements
Single-index composite quantile regression with heteroscedasticity and general error distributions (English)
0 references
18 March 2016
0 references
composite quantile regression
0 references
asymptotic efficiency
0 references
single-index model
0 references
compsite quantile regression (CQR)
0 references
weighted CQR (WCQR)
0 references
0 references
0 references
0 references
0 references
0.9105650186538696
0 references
0.8772962689399719
0 references
0.8696038126945496
0 references
0.8399996161460876
0 references
0.838293731212616
0 references
