Sparse quantile regression via ℓ０-penalty

Toshio Honda and 敏雄 本田

No 2023-03, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: selection consistency; high-dimensional information criteria; B-spline basis; additive models; varying coefficient models (search for similar items in EconPapers)
Date: 2023-11-01
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