Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598)
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scientific article; zbMATH DE number 6390570
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| English | Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors |
scientific article; zbMATH DE number 6390570 |
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Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (English)
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26 January 2015
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composite quantile regression
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heavy-tailed autoregressive error models
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oracle properties
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0.7878013849258423
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0.7736324071884155
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0.7631348967552185
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0.760058581829071
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0.7558543682098389
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