The following pages link to (Q3580547):
Displayed 13 items.
- Variance estimation in censored quantile regression via induced smoothing (Q433236) (← links)
- Quantile regression without the curse of unsmoothness (Q961840) (← links)
- Inference for censored quantile regression models in longitudinal studies (Q1020978) (← links)
- Advanced algorithms for penalized quantile and composite quantile regression (Q1995843) (← links)
- Testing linearity in partial functional linear quantile regression model based on regression rank scores (Q2131980) (← links)
- Composite change point estimation for bent line quantile regression (Q2397049) (← links)
- Clustering of time series using quantile autocovariances (Q2418275) (← links)
- How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
- A fast and efficient implementation of qualitatively constrained quantile smoothing splines (Q4970895) (← links)
- (Q4986363) (← links)
- A credit default swap application by using quantile regression technique (Q5078469) (← links)
- ON THE PROPERTIES OF QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODEL USING TWO-STAGE APPROACH (Q5229480) (← links)
- ADMM for Penalized Quantile Regression in Big Data (Q6064701) (← links)