Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors (Q4562735)
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scientific article; zbMATH DE number 6994540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors |
scientific article; zbMATH DE number 6994540 |
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Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors (English)
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18 December 2018
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adaptive Lasso
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confidence interval
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Lasso
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penalized quantile regression
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wild bootstrap
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