On the predictive risk in misspecified quantile regression
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Publication:2330755
DOI10.1016/j.jeconom.2019.04.013zbMath1456.62069arXiv1802.00555OpenAlexW2963354913WikidataQ127901226 ScholiaQ127901226MaRDI QIDQ2330755
Publication date: 23 October 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.00555
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)
Related Items
Reprint: Hypothesis testing on high dimensional quantile regression, Hypothesis testing on high dimensional quantile regression, Optimal model averaging estimator for expectile regressions
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Cites Work
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