Consistent model selection criteria for quadratically supported risks

DOI10.1214/15-AOS1413zbMath1365.60030OpenAlexW2549823459MaRDI QIDQ510678

Jong-June Jeon, Yongdai Kim

Publication date: 13 February 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/15-aos1413

zbMATH Keywords

robustnessasymptotic propertiesmodel selectionquantile regressionlinear modelshigh dimensional dataselection consistencygeneralized information criteria

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Limit theorems in probability theory (60F99)

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