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Component selection in additive quantile regression models

โœ Scribed by Noh, Hohsuk; Lee, Eun Ryung


Book ID
122267515
Publisher
Elsevier
Year
2014
Tongue
English
Weight
533 KB
Volume
43
Category
Article
ISSN
1226-3192

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โœ Toshio Honda ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 257 KB

This paper deals with the estimation of conditional quantiles in varying coe cient models by estimating the coe cients. Varying coe cient models are among popular models that have been proposed to alleviate the curse of dimensionality. Previous works on varying coe cient models deal with conditional