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Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection

Quantile regression provides a flexible platform for evaluating covariate effects on different segments of the conditional distribution of response. As the effects of covariates may change with quantile level, contemporaneously examining a spectrum of quantiles is expected to have a better capacity...

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Библиографические подробности
Опубликовано в: :Commun Stat Theory Methods
Главные авторы: Zheng, Qi, Peng, Limin
Формат: Artigo
Язык:Inglês
Опубликовано: 2016
Предметы:
Online-ссылка:https://ncbi.nlm.nih.gov/pmc/articles/PMC5166990/
https://ncbi.nlm.nih.gov/pubmed/28008212
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/03610926.2015.1010009
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