Focused information criterion and model averaging based on weighted composite quantile regression
Author:
Affiliation:
1. Department of Statistics; Texas A&M University
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjos.12034/fullpdf
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4. An asymptotic theory for model selection inference in general semiparametric problems;Claeskens;Biometrika,2007
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