Pages that link to "Item:Q4807287"

The following pages link to REGRESSION QUANTILES FOR TIME SERIES (Q4807287):

Displaying 50 items.

• Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
• Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
• Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
• Functional-coefficient models for nonstationary time series data (Q301966) (← links)
• Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
• Nonparametric LAD cointegrating regression (Q391595) (← links)
• Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
• Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
• Modelling time trend via spline confidence band (Q421413) (← links)
• Asymptotically efficient estimation of the conditional expected shortfall (Q433233) (← links)
• Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
• Local linear spatial quantile regression (Q605017) (← links)
• Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
• Asymptotic normality of a nonparametric conditional quantile estimator for random fields (Q764784) (← links)
• Local linear quantile estimation for nonstationary time series (Q834360) (← links)
• Functional index coefficient models with variable selection (Q888320) (← links)
• Conditional quantile estimation with truncated, censored and dependent data (Q903477) (← links)
• Asymptotic properties of conditional quantile estimator for censored dependent observations (Q907099) (← links)
• Sliced inverse regression in reference curves estimation (Q956902) (← links)
• Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
• Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
• Approximating conditional density functions using dimension reduction (Q1036923) (← links)
• Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
• Fixed design regression quantiles for time series (Q1771423) (← links)
• Empirical likelihood for conditional quantile with left-truncated and dependent data (Q1926002) (← links)
• Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (Q1927187) (← links)
• Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
• CLT for single functional index quantile regression under dependence structure (Q2062486) (← links)
• Estimation of conditional distribution functions from data with additional errors applied to shape optimization (Q2121427) (← links)
• Some recent developments in modeling quantile treatment effects (Q2194707) (← links)
• Conditional quantile estimation with auxiliary information for left-truncated and dependent data (Q2276180) (← links)
• Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship (Q2283648) (← links)
• Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
• Estimating high quantiles based on dependent circular data (Q2314466) (← links)
• Estimation of conditional quantiles from data with additional measurement errors (Q2317284) (← links)
• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
• Consistency of a nonparametric conditional quantile estimator for random fields (Q2437882) (← links)
• The asymptotic distribution of the unconditional quantile estimator under dependence (Q2483892) (← links)
• Optimal smoothing in nonparametric conditional quantile derivative function estimation (Q2516320) (← links)
• Approximating conditional distribution functions using dimension reduction (Q2569246) (← links)
• Quantile regression estimation of partially linear additive models (Q2934390) (← links)
• Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
• Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and α-Mixing Conditions (Q3017858) (← links)
• Nonparametric regression with weakly dependent data: the discrete and continuous regressor case (Q3391786) (← links)
• Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions (Q3523679) (← links)
• Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
• CONFIDENCE BANDS IN QUANTILE REGRESSION (Q3580637) (← links)
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS (Q3632420) (← links)