Lataa...
Focused Information Criterion and Model Averaging with Generalized Rank Regression
Generalized rank regression, which is a class of weighted rank regression with weights based on factor space, provides a powerful tool for conducting robust estimation. In this article, we first establish the asymptotic properties of generalized rank regression under local model misspecification. We...
Tallennettuna:
| Julkaisussa: | Stat Probab Lett |
|---|---|
| Päätekijät: | , , |
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
2016
|
| Aiheet: | |
| Linkit: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5446897/ https://ncbi.nlm.nih.gov/pubmed/28566799 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spl.2016.10.020 |
| Tagit: |
Lisää tagi
Ei tageja, Lisää ensimmäinen tagi!
|