Model Selection via Bayesian Information Criterion for Quantile Regression Models

DOI10.1080/01621459.2013.836975zbMath1367.62122MaRDI QIDQ4975344

Hohsuk Noh, Eun Ryung Lee, Byeong U. Park

Publication date: 4 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2013.836975

zbMATH Keywords

high dimension; model selection consistency; nonparametric quantile regression; linear quantile regression; regularization parameter selection; shrinkage method

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

62P10: Applications of statistics to biology and medical sciences; meta analysis

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