Adaptive LASSO model selection in a multiphase quantile regression (Q2953450)
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scientific article; zbMATH DE number 6670359
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| English | Adaptive LASSO model selection in a multiphase quantile regression |
scientific article; zbMATH DE number 6670359 |
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Adaptive LASSO model selection in a multiphase quantile regression (English)
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4 January 2017
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adaptive Lasso quantile
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change-point
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oracle properties
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variable selection
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selection criterion
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0.92358726
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0.9125858
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0.90217143
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0.8978708
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0.8951655
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0.8945526
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0.8925578
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0.8908695
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0.89060867
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0.8889849
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