Quantile correlation-based variable selection
Wenlu Tang, Jinhan Xie, Yuanyuan Lin, and Niansheng Tang
| Year of publication: |
2022
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|---|---|
| Authors: | Tang, Wenlu ; Xie, Jinhan ; Lin, Yuanyuan ; Tang, Niansheng |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 3, p. 1081-1093
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| Subject: | False discovery rate | High dimensionality | Quantile correlation | Variable selection | Regressionsanalyse | Regression analysis | Korrelation | Correlation | Theorie | Theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1899932 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539454