Variable selection for quantile autoregressive model: Bayesian methods versus classical methods
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Publication:6571997
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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- Nearly unbiased variable selection under minimax concave penalty
- Quantile Autoregression
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- Quantile estimation of regression models with GARCH-X errors
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- Regression Quantiles
- The Adaptive Lasso and Its Oracle Properties
- The Bayesian Lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in quantile regression
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