The following pages link to (Q3828898):
Displaying 50 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
- Fractional order statistic approximation for nonparametric conditional quantile inference (Q503574) (← links)
- Partial identification of functionals of the joint distribution of ``potential outcomes'' (Q506042) (← links)
- A bootstrap approach to hypothesis testing in least absolute value regression (Q672002) (← links)
- A smoothed bootstrap estimator for a Studentized sample quantile (Q688353) (← links)
- Nearly root-\(n\) approximation for regression quantile processes (Q693744) (← links)
- On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles (Q805107) (← links)
- Smoothing combined estimating equations in quantile regression for longitudinal data (Q892456) (← links)
- Efficient M-estimators with auxiliary information (Q989257) (← links)
- Quantile regression in partially linear varying coefficient models (Q1043714) (← links)
- Edgeworth expansions for studentized and prepivoted sample quantiles (Q1195555) (← links)
- Estimating densities, quantiles, quantile densities and density quantiles (Q1260726) (← links)
- Unified estimators of smooth quantile and quantile density functions (Q1361682) (← links)
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors (Q1596137) (← links)
- Estimation and testing for time-varying quantile single-index models with longitudinal data (Q1662061) (← links)
- Time-varying quantile single-index model for multivariate responses (Q1663105) (← links)
- A fast imputation algorithm in quantile regression (Q1729299) (← links)
- The median is the message: toward the Fréchet median (Q1732726) (← links)
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235) (← links)
- A two-stage rank test using density estimation (Q1915251) (← links)
- Direct use of regression quantiles to construct confidence sets in linear models (Q1922407) (← links)
- Improved confidence intervals for quantiles (Q1934477) (← links)
- Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
- A plug-in bandwidth selector for nonparametric quantile regression (Q2273160) (← links)
- Marginal quantile regression for varying coefficient models with longitudinal data (Q2304243) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Panel data quantile regression with grouped fixed effects (Q2330747) (← links)
- Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion (Q2343759) (← links)
- Composite change point estimation for bent line quantile regression (Q2397049) (← links)
- GEE analysis for longitudinal single-index quantile regression (Q2407069) (← links)
- Hypothesis testing for regional quantiles (Q2411292) (← links)
- On using the jackknife to estimate quantile variance (Q3481063) (← links)
- Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure (Q4609755) (← links)
- Improving linear quantile regression for replicated data (Q5058305) (← links)
- Constrained quantile regression and heteroskedasticity (Q5078825) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- Quantile-Regression Inference With Adaptive Control of Size (Q5242483) (← links)
- Improved transformation‐based quantile regression (Q5247418) (← links)
- Focused information criterion and model averaging based on weighted composite quantile regression (Q5418630) (← links)
- Nonstationary nonlinear quantile regression (Q5860924) (← links)
- Evaluation of a three-step method for choosing the number of bootstrap repetitions (Q5939177) (← links)
- Composite quantile estimation for kink model with longitudinal data (Q6043142) (← links)
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
- Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles (Q6064340) (← links)
