A new model selection procedure based on dynamic quantile regression (Q2953289)
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scientific article; zbMATH DE number 6670212
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new model selection procedure based on dynamic quantile regression |
scientific article; zbMATH DE number 6670212 |
Statements
A new model selection procedure based on dynamic quantile regression (English)
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4 January 2017
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dynamic quantile regression
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variable selection
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error distribution
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DQR-oracle
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asymptotic relative efficiency
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heteroskedasticity
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0.8919746
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0.88107336
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0.8804619
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0.8778733
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0.87692213
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0.8765212
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0.87531257
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0.87284786
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