Pages that link to "Item:Q1176293"
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The following pages link to Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293):
Displayed 34 items.
- Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Instrumental quantile regression inference for structural and treatment effect models (Q291713) (← links)
- Dynamic quantile models (Q299276) (← links)
- Local linear spatial quantile regression (Q605017) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields (Q764784) (← links)
- Fitting censored quantile regression by variable neighborhood search (Q887210) (← links)
- On monotonicity of regression quantile functions (Q935829) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
- Local asymptotics for quantile smoothing splines (Q1355187) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables (Q1807098) (← links)
- Direct use of regression quantiles to construct confidence sets in linear models (Q1922407) (← links)
- Restricted regression quantiles (Q1969725) (← links)
- Network quantile autoregression (Q2323385) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Extremal quantile regression (Q2388357) (← links)
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
- Discussion of ``Local quantile regression'' (Q2434698) (← links)
- Consistency of a nonparametric conditional quantile estimator for random fields (Q2437882) (← links)
- Finite sample inference for quantile regression models (Q2630070) (← links)
- Quantile Autoregression for Censored Data (Q2817309) (← links)
- Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
- Tests of linear hypotheses based on regression rank scores (Q3432353) (← links)
- ARCH tests and quantile regressions (Q4826350) (← links)
- Inconsistency transmission and variance reduction in two-stage quantile regression (Q5088023) (← links)
- ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
- Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors (Q5861012) (← links)
- Extreme quantile regression for tail single-index varying-coefficient models (Q6106239) (← links)