Jackknife model averaging for high‐dimensional quantile regression (Q6056143)
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scientific article; zbMATH DE number 7756691
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English | Jackknife model averaging for high‐dimensional quantile regression |
scientific article; zbMATH DE number 7756691 |
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Jackknife model averaging for high‐dimensional quantile regression (English)
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30 October 2023
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asymptotic optimality
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high-dimensional quantile regression
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marginal quantile utility
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model averaging
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