High-dimensional quantile varying-coefficient models with dimension reduction
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Publication:2075035
DOI10.1007/s00184-021-00814-5OpenAlexW3174908011MaRDI QIDQ2075035
Heng Lian, Rui Li, Weihua Zhao
Publication date: 11 February 2022
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-021-00814-5
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High-dimensional local polynomial regression with variable selection and dimension reduction ⋮ Markov switching quantile regression models with time-varying transition probabilities
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