Title: Focused model selection in quantile regression
Authors: Behl, Peter ×
Claeskens, Gerda
Dette, Holger #
Issue Date: 2014
Publisher: Statistica Sinica
Series Title: Statistica Sinica vol:24 issue:2 pages:601-624
Abstract: We consider the problem of model selection for quantile regression analysis when 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 and data analysis.
ISSN: 1017-0405
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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