Penalized model averaging for high dimensional quantile regressions

Haowen Bao, Zongwu Cai, Yuying Sun

Year of publication:	January 20, 2023
Authors:	Bao, Haowen ; Cai, Zongwu ; Sun, Yuying
Publisher:	Lawrence, Kansas : University of Kansas, Department of Economics
Subject:	High-dimensional quantile regressions \| Optimality \| Consistency \| Kullback-Leiblerloss \| Model averaging \| Regressionsanalyse \| Regression analysis \| Theorie \| Theory

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