Jackknife model averaging for composite quantile regression

DOI10.1007/S11424-024-2448-1zbMATH Open1544.62244MaRDI QIDQ6595050FDOQ6595050

Authors: Miaomiao Wang, Guohua Zou 

Publication date: 29 August 2024

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

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zbMATH Keywords

cross-validationmodel averagingcomposite quantile regressionasymptotic optimality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cited In (2)

• Jackknife model averaging for quantile single-index coefficient model
• The jackknife model averaging of accelerated failure time model with current status data

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