Model-averaging-based semiparametric modeling for conditional quantile prediction
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Cites work
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
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- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS
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- scientific article; zbMATH DE number 991833 (Why is no real title available?)
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- Limiting distributions for \(L_1\) regression estimators under general conditions
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- Model averaging based on leave-subject-out cross-validation
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- Weak and strong uniform consistency of kernel regression estimates
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