The HPQUANTSELECT Procedure

Akaike, H. (1969), “Fitting Autoregressive Models for Prediction,” Annals of the Institute of Statistical Mathematics, 21, 243–247.

Chernozhukov, V. and Hansen, C. (2008), “Instrumental Variable Quantile Regression: A Robust Inference Approach,” Journal of Econometrics, 142, 379–398.

Collier Books (1987), The 1987 Baseball Encyclopedia Update, New York: Macmillan.

Gertz, E. M. and Griffin, J. D. (2005), Support Vector Machine Classifiers for Large Data Sets, Technical Report ANL/MCS-TM-289, Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, IL.

Gertz, E. M. and Griffin, J. D. (2010), “Using an Iterative Linear Solver in an Interior-Point Method for Generating Support Vector Machines,” Computational Optimization and Applications, 47, 431–453.

Hastie, T. J., Tibshirani, R. J., and Friedman, J. H. (2001), The Elements of Statistical Learning, New York: Springer-Verlag.

Hurvich, C. M. and Tsai, C.-L. (1989), “Regression and Time Series Model Selection in Small Samples,” Biometrika, 76, 297–307.

Koenker, R. (2005), Quantile Regression, New York: Cambridge University Press.

Koenker, R. and Bassett, G. W. (1978), “Regression Quantiles,” Econometrica, 46, 33–50.

Koenker, R. and Bassett, G. W. (1982), “Tests of Linear Hypotheses and Estimation,” Econometrica, 50, 1577–1583.

Koenker, R. and Machado, A. F. (1999), “Goodness of Fit and Related Inference Processes for Quantile Regression,” Journal of the American Statistical Association, 94, 1296–1310.

Reichler, J. L., ed. (1987), The 1987 Baseball Encyclopedia Update, New York: Macmillan.

Schwarz, G. (1978), “Estimating the Dimension of a Model,” Annals of Statistics, 6, 461–464.

Time Inc. (1987), “What They Make,” Sports Illustrated, April, 54–81.

Yuan, M. (2006), “GACV for Quantile Smoothing Splines,” Computational Statistics and Data Analysis, 50, 813–829.
URL http://EconPapers.repec.org/RePEc:eee:csdana:v:50:y:2006:i:3:p:813-829