Efficient information-based criteria for model selection in quantile regression

DOI10.1007/s42952-021-00137-1zbMath1485.62049OpenAlexW3188128044MaRDI QIDQ2126036

Wooyoung Shin, Mingang Kim, Yoonsuh Jung

Publication date: 14 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-021-00137-1

zbMATH Keywords

quantile regressionmodel validationAICBICGCVcheck loss

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistical aspects of information-theoretic topics (62B10)

Uses Software

• fields

Cites Work

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• Generalised information criteria in model selection
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Quantile regression via iterative least squares computations
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