Bootstrap confidence bands and partial linear quantile regression (Q413777): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: \(\ell_1\)-penalized quantile regression in high-dimensional sparse models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of financial markets. Exercises and solutions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 / rank
 
Normal rank
Property / cites work
 
Property / cites work: REGRESSION QUANTILES FOR TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Revisiting the German Wage Structure<sup>*</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4322398 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping Quantile Regression Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: On convergence rates of suprema / rank
 
Normal rank
Property / cites work
 
Property / cites work: Methods for Estimating a Conditional Distribution Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong uniform consistency rates for estimators of conditional functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform consistency of a class of regression function estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap simultaneous error bars for nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric and semiparametric models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONFIDENCE BANDS IN QUANTILE REGRESSION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap Methods for Median Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Assessing value at risk with CARE, the conditional autoregressive expectile models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable Selection for Partially Linear Models With Measurement Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymmetric Least Squares Estimation and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Effective Bandwidth Selector for Local Least Squares Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3823646 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of local constant and local linear regression quantile estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Linear Quantile Regression / rank
 
Normal rank

Latest revision as of 04:30, 5 July 2024

scientific article
Language Label Description Also known as
English
Bootstrap confidence bands and partial linear quantile regression
scientific article

    Statements

    Bootstrap confidence bands and partial linear quantile regression (English)
    0 references
    0 references
    0 references
    0 references
    7 May 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    nonparametric fitting
    0 references
    kernel smoothing
    0 references
    partial linear model
    0 references
    0 references
    0 references
    0 references
    0 references