Prediction of composite indicators using locally weighted quantile regression

DOI10.15388/NA.2018.1.2MaRDI QIDQ4968174zbMATH OpenOpenAlexFDO

Authors Jurga Rukšėnaitė, Pranas Vaitkus, Povilas Asijavičius

Publication date 12 July 2019

Published in Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15388/na.2018.1.2

zbMATH Keywords

composite indicatorsextreme learning machinelocally weighted regressionpenalty functionquantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Impact of factor rotation methods on simulation composite indicators
• Nearly unbiased variable selection under minimax concave penalty
• Prediction of composite indicators using combined method of extreme learning machine and locally weighted regression
• Regression Quantiles
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(1)

• Prediction of composite indicators using combined method of extreme learning machine and locally weighted regression

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