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Variable Selection of Varying Coefficient Models in Quantile Regression

Bibliographic reference Noh, Hohsuk ; Chung, Kwanghun ; Van Keilegom, Ingrid. Variable Selection of Varying Coefficient Models in Quantile Regression. ISBA Discussion Paper ; 2012/20 (2012) 22 pages
Permanent URL http://hdl.handle.net/2078.1/128816