Quantile regression without the curse of unsmoothness (Q961840): Difference between revisions

@@ Property / author @@
-Quan Xi Shao
@@ Property / author: Quan Xi Shao / rank @@
-Normal rank
@@ Property / author @@
+Quan Xi Shao
@@ Property / author: Quan Xi Shao / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2009.03.012
+Normal rank
@@ Property / OpenAlex ID @@
+W2055715712
@@ Property / OpenAlex ID: W2055715712 / rank @@
+Normal rank
@@ Property / cites work @@
+Standard errors and covariance matrices for smoothed rank estimators
+Normal rank
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+Q3580547
@@ Property / cites work: Q3580547 / rank @@
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+Markov Chain Marginal Bootstrap
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+A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
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+Calibrated interpolated confidence intervals for population quantiles
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+Q3413299
@@ Property / cites work: Q3413299 / rank @@
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+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
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@@ Property / cites work @@
+Robust Tests for Heteroscedasticity Based on Regression Quantiles
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+Q3580548
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@@ Property / cites work @@
+On \(M\)-estimators and normal quantiles.
@@ Property / cites work: On \(M\)-estimators and normal quantiles. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3580541
@@ Property / cites work: Q3580541 / rank @@
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@@ Property / cites work @@
+Q5509408
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+A resampling method based on pivotal estimating functions
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+Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
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+Q4727203
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+Maximum Likelihood Estimation of Misspecified Models
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