Quantile regression for additive coefficient models in high dimensions
In this paper, we consider quantile regression in additive coefficient models (ACM) with high dimensionality under a sparsity assumption and approximate the additive coefficient functions by B-spline expansion. First, we consider the oracle estimator for quantile ACM when the number of additive coef...
| Автори: | , |
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| Інші автори: | |
| Формат: | Journal Article |
| Мова: | English |
| Опубліковано: |
2020
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| Предмети: | |
| Онлайн доступ: | https://hdl.handle.net/10356/140938 |