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...

全面介紹

Saved in:
書目詳細資料
主要作者: Lian, Heng
其他作者: School of Physical and Mathematical Sciences
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