Cross-validating fit and predictive accuracy of nonlinear quantile regressions
Haupt, Harry, Kagerer, Kathrin and Schnurbus, Joachim (2011) Cross-validating fit and predictive accuracy of nonlinear quantile regressions. Journal of Applied Statistics 38 (12), pp. 2939-2954.Date of publication of this fulltext: 24 Jan 2012 09:31
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| Item type | Article | ||||
| Journal or Publication Title | Journal of Applied Statistics | ||||
| Publisher: | TAYLOR & FRANCIS LTD | ||||
|---|---|---|---|---|---|
| Place of Publication: | ABINGDON | ||||
| Volume: | 38 | ||||
| Number of Issue or Book Chapter: | 12 | ||||
| Page Range: | pp. 2939-2954 | ||||
| Date | December 2011 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Ökonometrie (Prof. Dr. Rolf Tschernig) | ||||
| Interdisciplinary Subject Network | Not selected | ||||
| Identification Number |
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| Keywords | SMOOTHING SPLINES; quantile regression; spline; kernel; cross validation; model selection; mixed covariates | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Partially | ||||
| Item ID | 23241 |
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