| ชื่อเรื่อง | : | A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty |
| นักวิจัย | : | Lian, Heng |
| คำค้น | : | DRNTU::Science::Mathematics. |
| หน่วยงาน | : | Nanyang Technological University, Singapore |
| ผู้ร่วมงาน | : | - |
| ปีพิมพ์ | : | 2555 |
| อ้างอิง | : | Lian, H. (2012). A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty. Statistics & Probability Letters, 82(7), 1224-1228. , 0167-7152 , http://hdl.handle.net/10220/11928 , http://dx.doi.org/10.1016/j.spl.2012.03.039 |
| ที่มา | : | - |
| ความเชี่ยวชาญ | : | - |
| ความสัมพันธ์ | : | Statistics & probability letters |
| ขอบเขตของเนื้อหา | : | - |
| บทคัดย่อ/คำอธิบาย | : | In this short note, we demonstrate that Schwarz’s criterion, which has been used frequently in the literature on quantile regression, is consistent in variable selection. In particular, due to the recent interest in penalized likelihood for variable selection, we also show that Schwarz’s criterion consistently selects the true model combined with the SCAD-penalized estimator. Although similar results have been proved for linear regression, the results obtained here are new for quantile regression, which imposes extra technical difficulties compared to mean regression, since no closed-form solution exists. |
| บรรณานุกรม | : |
Lian, Heng . (2555). A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty.
กรุงเทพมหานคร : Nanyang Technological University, Singapore. Lian, Heng . 2555. "A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty".
กรุงเทพมหานคร : Nanyang Technological University, Singapore. Lian, Heng . "A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty."
กรุงเทพมหานคร : Nanyang Technological University, Singapore, 2555. Print. Lian, Heng . A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty. กรุงเทพมหานคร : Nanyang Technological University, Singapore; 2555.
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