Focused Information Criterion and Model Averaging in Quantile Regression

DOI10.1080/03610926.2011.636858zbMath1462.62196MaRDI QIDQ2864688

Zhong-Zhan Zhang, TianFa Xie, Jiang Du

Publication date: 26 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.636858

zbMATH Keywords

model selection; quantile regression; model uncertainty; focused information criterion

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Model averaging for M-estimation, Model averaging based on rank, Estimation for the censored partially linear quantile regression models, Frequentist model averaging estimation for the censored partial linear quantile regression model, Focused information criterion and model averaging in censored quantile regression

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