Forward variable selection for ultra-high dimensional quantile regression models
Toshio Honda and Chien-Tong Lin
| Year of publication: |
[2022] ; This version : May 2022
|
|---|---|
| Authors: | Honda, Toshio ; Lin, Chien-Tong |
| Publisher: |
[Tokyo] : [Graduate School of Economics, Hitotsubashi University] |
| Subject: | forward procedure | check function | sparsity | screening consistency | stopping rule | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 40 Seiten) |
|---|---|
| Series: | Discussion papers / Graduate School of Economics, Hitotsubashi University. - Tokyo : [Verlag nicht ermittelbar], ZDB-ID 2435589-6. - Vol. no. 2021, 02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:10086/74078 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013364483