Modified check loss for efficient estimation via model selection in quantile regression

Business & Economics

• Quantile Regression 100%
• Model Selection 81%
• Efficient Estimation 72%
• Overfitting 37%
• Cross-validation 21%
• Sample Size 18%
• Nonlinear Regression 18%
• Loss Function 15%
• Linear Regression 13%
• Simulation 9%
• Empirical Study 8%

Mathematics

• Efficient Estimation 64%
• Quantile Regression 62%
• Model Selection 53%
• Overfitting 36%
• Adjustment 26%
• Empirical Study 15%
• Cross-validation 15%
• Loss Function 13%
• Linear regression 13%
• Sample Size 10%
• Unknown 8%
• Simulation 8%
• Zero 6%