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

SU Peng, TIAN Maozai

Journal of System Science and Mathematical Science Chinese Series ›› 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 System Science and Mathematical Science Chinese Series ›› 2018, Vol. 38 ›› Issue (9) : 1055-1066. DOI: 10.12341/jssms13437

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

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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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