Variable selection in additive quantile regression using nonconcave penalty (Q2953973)
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scientific article; zbMATH DE number 6673726
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Variable selection in additive quantile regression using nonconcave penalty |
scientific article; zbMATH DE number 6673726 |
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Variable selection in additive quantile regression using nonconcave penalty (English)
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11 January 2017
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additive models
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oracle property
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SCAD penalty
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Schwartz-type information criterion
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0.92453635
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0.9118114
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0.9066169
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0.9057257
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0.90226173
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0.90012777
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0.8969737
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0.8919196
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0.8917253
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