Scale-Parameter Estimation and Heteroscedasticity Detection Based on Minimizing the Composite Quantile Loss

SU Peng, TIAN Maozai

Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (9) : 1055-1066.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (9) : 1055-1066. DOI: 10.12341/jssms13437

Scale-Parameter Estimation and Heteroscedasticity Detection Based on Minimizing the Composite Quantile Loss

  • SU Peng1 ,TIAN Maozai 1,2,3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2018, 38(9): 1055-1066 https://doi.org/10.12341/jssms13437

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