Composite smoothed quantile regression

Yan, YB; Wang, XZ; Zhang, RQ

Wang, XZ (通讯作者),East China Normal Univ, Sch Stat, 3663 North Zhongshan Rd, Shanghai 200062, Peoples R China.;Zhang, RQ (通讯作者),Shanghai Univ Int Business & Econ, Sch Stat & Informat, 1900 Wenxiang Rd, Shanghai 201620, Peoples R China.

STAT, 2023; 12 (1):

Abstract

Composite quantile regression (CQR) is an efficient method to estimate parameters of the linear model with non-Gaussian random noise. The non-smoothne......

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