Modified check loss for efficient estimation via model selection in quantile regression
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Cites work
- A completely automatic french curve: fitting spline functions by cross validation
- A Nonparametric Regression Approach to Syringe Grading for Quality Improvement
- Applied Econometrics with R
- Cross-validation in nonparametric regression with outliers
- Efficient quantile regression for heteroscedastic models
- Estimating the dimension of a model
- scientific article; zbMATH DE number 3852235 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Improvements on Cross-Validation: The .632+ Bootstrap Method
- Linear Model Selection by Cross-Validation
- Local Linear Quantile Regression
- Modelling and estimation of nonlinear quantile regression with clustered data
- Quantile regression via iterative least squares computations
- Quantile regression.
- Quantile smoothing splines
- Regularization of case-specific parameters for robustness and efficiency
- Robust Linear Model Selection by Cross-Validation
- The Predictive Sample Reuse Method with Applications
- Variable selection in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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