Quantile Correlation-based Variable Selection

DOI10.1080/07350015.2021.1899932MaRDI QIDQ6620931zbMATH OpenFDO

Authors Wenlu Tang, Jinhan Xie, Yuanyuan Lin, N. S. Tang

Publication date 17 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2021.1899932

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(2)

• Statistical inference for smoothed quantile regression with streaming data
• Quantile-adaptive distributional Granger causal model for high-dimensional time series

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