Semiparametric estimation of additive quantile regression models by two-fold penalty
In this article, we propose a model selection and semiparametric estimation method for additive models in the context of quantile regression problems. In particular, we are interested in finding nonzero components as well as linear components in the conditional quantile function. Our approach is bas...
Saved in:
主要作者: | |
---|---|
其他作者: | |
格式: | Article |
語言: | English |
出版: |
2013
|
主題: | |
在線閱讀: | https://hdl.handle.net/10356/105477 http://hdl.handle.net/10220/17501 http://dx.doi.org/10.1080/07350015.2012.693851 |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
機構: | Nanyang Technological University |
語言: | English |