2 papers
stat.ME2022
Model Averaging based Semiparametric Modelling for Conditional Quantile Prediction
Chaohui Guo, Wenyang Zhang
In real data analysis, the underlying model is usually unknown, modelling strategy plays a key role in the success of data analysis. Stimulated by the idea of model averaging, we p…
math.ST2018
Semiparametric model averaging for high dimensional conditional quantile prediction
Jingwen Tu, Hu Yang, Chaohui Guo
In this article, we propose a penalized high dimensional semiparametric model average quantile prediction approach that is robust for forecasting the conditional quantile of the re…