Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks
Sign Up to like & getrecommendations! Published in 2024 at "Statistics and Computing"
DOI: 10.1007/s11222-024-10418-4
Abstract: In this paper, we present the DNN-NMQR estimator, an approach that utilizes a deep neural network structure to solve multiple quantile regression problems. When estimating multiple quantiles, our approach leverages the structural characteristics of DNN… read more here.
Keywords: variable selection; multiple quantile; deep neural; estimation ... See more keywords