Model Selection via Bayesian Information Criterion for Quantile Regression Models
By Eun Ryung Lee, Hohsuk Noh, Byeong U. Park. 2014
188 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/ce1f1d48a9142a9f3a1aeaec4b0b2885cabc6d22
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Statistics and Probability
Citations in the corpus
- Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (2019, methodology): “To select between model specifications, the Bayesian information criterion could be calculated using the AL likelihood (see Lee, Noh, and Park 2014).”