Jackknife model averaging for composite quantile regression

DOI10.1007/S11424-024-2448-1MaRDI QIDQ6595050zbMATH OpenFDO

Authors Miaomiao Wang, Guohua Zou

Publication date 29 August 2024

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

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)

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

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