Variable selection in heteroscedastic single-index quantile regression (Q5075471)

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scientific article; zbMATH DE number 7527156
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Variable selection in heteroscedastic single-index quantile regression
scientific article; zbMATH DE number 7527156

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    Variable selection in heteroscedastic single-index quantile regression (English)
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    16 May 2022
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    dimension reduction
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    index model
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    Nadaraya-Watson estimator
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    quantile regression
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    SCAD penalty
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    variable selection
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