Oracle model selection for nonlinear models based on weighted composite quantile regression (Q3145539)
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scientific article; zbMATH DE number 6117828
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| English | Oracle model selection for nonlinear models based on weighted composite quantile regression |
scientific article; zbMATH DE number 6117828 |
Statements
21 December 2012
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adaptive WCQR
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adaptive LASSO
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high dimensionality
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oracle property
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SCAD
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0.8294659852981567
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0.8132017850875854
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0.8128073215484619
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0.7811083793640137
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