A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371)

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scientific article; zbMATH DE number 6074556
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    A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
    scientific article; zbMATH DE number 6074556

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      A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (English)
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      30 August 2012
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      Bayesian information criterion (BIC)
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      quantile regression
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      SCAD penalty
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      Schwarz information criterion (SIC)
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