Simultaneous estimation and factor selection in quantile...

Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization

Sungwan Bang, Myoungshic Jhun
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Volume:
56
Year:
2012
Language:
english
Pages:
14
DOI:
10.1016/j.csda.2011.01.026
File:
PDF, 409 KB
english, 2012
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