Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
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Publication:6113515
DOI10.1007/s10114-023-0346-4MaRDI QIDQ6113515
Jing Lv, Chaohui Guo, Chen Xiao Tian, Hu Yang, Jingwen Tu
Publication date: 9 August 2023
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
kernel regressionmodel averagingoracle propertypenalized quantile regressionultrahigh-dimension data
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