Focused model selection in quantile regression

dc.contributor.author	Behl, Peter
dc.contributor.author	Claeskens, Gerda
dc.contributor.author	Dette, Holger
dc.date.accessioned	2012-03-29T08:16:39Z
dc.date.available	2012-03-29T08:16:39Z
dc.date.issued	2012-03-29
dc.description.abstract	We consider the problem of model selection for quantile regression analysis where a particular purpose of the modeling procedure has to be taken into account. Typical examples include estimation of the area under the curve in pharmacokinetics or estimation of the minimum effective dose in phase II clinical trials. A focused information criterion for quantile regression is developed, analyzed and investigated by means of a simulation study.	en
dc.identifier.uri	http://hdl.handle.net/2003/29401
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-14292
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823 ; 13/2012	en
dc.subject	model selection focused information criterion	en
dc.subject	quantile regression	en
dc.subject.ddc	310
dc.subject.ddc	330
dc.subject.ddc	620
dc.title	Focused model selection in quantile regression	en
dc.type	Text	de
dc.type.publicationtype	workingPaper	de
dcterms.accessRights	open access

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