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Interquantile Shrinkage and Variable Selection in Quantile Regression
Examination of multiple conditional quantile functions provides a comprehensive view of the relationship between the response and covariates. In situations where quantile slope coefficients share some common features, estimation efficiency and model interpretability can be improved by utilizing such...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2013
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3956083/ https://ncbi.nlm.nih.gov/pubmed/24653545 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.csda.2013.08.006 |
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