Variable selection via composite quantile regression with dependent errors (Q6066191)
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scientific article; zbMATH DE number 7775864
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable selection via composite quantile regression with dependent errors |
scientific article; zbMATH DE number 7775864 |
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Variable selection via composite quantile regression with dependent errors (English)
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12 December 2023
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adaptive Lasso
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quantile regression
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short-range dependence
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strictly stationary
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universal lower bound
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