Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151385 | Statistics & Probability Letters | 2015 | 11 Pages |
Abstract
We introduce and study the seamless L0L0 quantile estimator in a linear model when the number of parameters increases with sample size. For this estimator we derive the convergence rate and oracle properties. A consistent BIC criterion to select the tuning parameters is given.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Gabriela Ciuperca,