Estimation and variable selection in single-index composite quantile regression (Q4607357)
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scientific article; zbMATH DE number 6849564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and variable selection in single-index composite quantile regression |
scientific article; zbMATH DE number 6849564 |
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Estimation and variable selection in single-index composite quantile regression (English)
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13 March 2018
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adaptive Lasso
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composite quantile regression
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optimal weights
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single-index model
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variable selection
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