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Quantile Regression under Local Misspecification |
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| Authors: | Duan Xiao-gang Wang Qi-hua |
| Affiliation: | 1.School of Statistics, Beijing Normal University, Beijing, 100875, China ;2.Academy of Mathematics and System Science, Chinese Academy of Sciences, Beijing, 100190, China ; |
| Abstract: | Acta Mathematicae Applicatae Sinica, English Series - The frequentist model averaging (FMA) and the focus information criterion (FIC) under a local framework have been extensively studied in the... |
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