Composite quantile regression for ultra-high dimensional semiparametric model averaging

DOI10.1016/j.csda.2021.107231OpenAlexW3152201663MaRDI QIDQ2242007

Jing Lv, Chaohui Guo, Jibo Wu

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

zbMATH Keywords

robustnessmodel averagingcomposite quantile regressionsure independence screeningpenalized estimationultra-high dimensionality

Mathematics Subject Classification ID

Statistics (62-XX)

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