Inconsistency transmission and variance reduction in two-stage quantile regression.

Tae-Hwan Kim Christophe Muller

Published in: Commun. Stat. Simul. Comput. (2020)

Keyphrases

variance reduction
quantile regression
cross validated
least squares
monte carlo
sample size
cross validation
importance sampling
confidence intervals
response variable
machine learning
log likelihood
training data
markov chain
data sets
bayesian networks
feature selection