Oracle model selection for nonlinear models based on weighted composite quantile regression (Q3145539)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6117828
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Oracle model selection for nonlinear models based on weighted composite quantile regression |
scientific article; zbMATH DE number 6117828 |
Statements
21 December 2012
0 references
adaptive WCQR
0 references
adaptive LASSO
0 references
high dimensionality
0 references
oracle property
0 references
SCAD
0 references
0.8294659852981567
0 references
0.8132017850875854
0 references
0.8128073215484619
0 references
0.7811083793640137
0 references
