Focused information criterion and model averaging based on weighted composite quantile regression

Mathematics

• Quantile Regression 100%
• Information Criterion 50%
• Model Selection 33%
• Asymptotic Distribution 33%
• Frequentist 33%
• Quantile Regression Estimator 33%
• Outlier 33%
• Nonlinear 16%
• Parametric 16%
• Linear Models 16%
• Polynomial 16%
• Inference 16%
• Real Data 16%
• Simulation Study 16%
• Spline 16%
• Error Distribution 16%
• Maximum Likelihood Estimator 16%
• Construct Confidence Interval 16%
• Functions 16%
• Parameters 16%
• Efficiency 16%
• Residuals 16%
• Statistics 16%
• Weights 16%
• Probability Theory 16%

Economics, Econometrics and Finance

• Estimation Theory 50%
• Information 50%
• Linear Model 16%
• Efficiency 16%