The HPQUANTSELECT Procedure

References

  • 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.

  • 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. 10.1007/s10589-008-9228-z.

  • Hastie, T. J., Tibshirani, R. J., and Friedman, J. H. (2001). The Elements of Statistical Learning: Data Mining, Inference, and Prediction. 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 $l_1$ 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 20): 54–81.

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