Jiang, Xuejun; Li, Jingzhi; Xia, Tian; Yan, Wanfeng Robust and efficient estimation with weighted composite quantile regression. (English) Zbl 1400.62106 Physica A 457, 413-423 (2016). MSC: 62G35 62F12 62J02 PDFBibTeX XMLCite \textit{X. Jiang} et al., Physica A 457, 413--423 (2016; Zbl 1400.62106) Full Text: DOI
Jiang, Xuejun; Jiang, Jiancheng; Song, Xinyuan Oracle model selection for nonlinear models based on weighted composite quantile regression. (English) Zbl 1253.62025 Stat. Sin. 22, No. 4, 1479-1506 (2012). MSC: 62G08 62J02 62G35 62G20 65C60 PDFBibTeX XMLCite \textit{X. Jiang} et al., Stat. Sin. 22, No. 4, 1479--1506 (2012; Zbl 1253.62025) Full Text: Link