Composite quantile regression for ultra-high dimensional semiparametric model averaging
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Publication:2242007
DOI10.1016/j.csda.2021.107231OpenAlexW3152201663MaRDI QIDQ2242007
Publication date: 9 November 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2021.107231
robustnessmodel averagingcomposite quantile regressionsure independence screeningpenalized estimationultra-high dimensionality
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