Variable selection in quantile regression when the models have autoregressive errors (Q488595)
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scientific article; zbMATH DE number 6390569
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| English | Variable selection in quantile regression when the models have autoregressive errors |
scientific article; zbMATH DE number 6390569 |
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Variable selection in quantile regression when the models have autoregressive errors (English)
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26 January 2015
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autoregressive error
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ES-algorithm
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penalized quantile regression
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pseudo data
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SCAD penalty
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variable selection
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0.8691489100456238
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0.8337017297744751
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0.821267306804657
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0.8159363269805908
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0.8141619563102722
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