Focused model selection in quantile regression

DOI10.5705/SS.2012.097zbMath1285.62040OpenAlexW4214858850MaRDI QIDQ5413274

Peter Behl, Dette, Holger, Gerda Claeskens

Publication date: 29 April 2014

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2012.097

zbMATH Keywords

quantile regressionfocused information criterion

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (9)

Model averaging procedure for varying-coefficient partially linear models with missing responses ⋮ Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data ⋮ Focused information criterion and model averaging in censored quantile regression ⋮ The focussed information criterion for generalised linear regression models for time series ⋮ Computing finite mixture estimators in the tails ⋮ A High‐dimensional Focused Information Criterion ⋮ The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities ⋮ Computation and application of copula-based weighted average quantile regression ⋮ Model selection and model averaging for semiparametric partially linear models with missing data

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