Variable selection in heteroscedastic single-index quantile regression (Q5075471)
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scientific article; zbMATH DE number 7527156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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