Estimation in quantile regression models with jump discontinuities (Q5079133): Difference between revisions

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+Feng Yang He
@@ Property / author: Feng Yang He / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2020.1728556
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+W3006753008
@@ Property / OpenAlex ID: W3006753008 / rank @@
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@@ Property / cites work @@
+Kernel and nearest-neighbor estimation of a conditional quantile
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+Q5560061
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+Noncrossing quantile regression curve estimation
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+REGRESSION QUANTILES FOR TIME SERIES
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+Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
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+Nonparametric estimates of regression quantiles and their local Bahadur representation
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+Estimation in a change-point non linear quantile model
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+Q4322398
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+Tests for structural break in quantile regressions
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+Estimation of Errors-in-Variables Partially Linear Additive Models
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+Bivariate Quantile Smoothing Splines
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+Some asymptotic results on bivariate quantile splines
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+Quantile regression in varying coefficient models.
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+Nonparametric Estimation of an Additive Quantile Regression Model
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+Quantile regression with varying coefficients
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+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
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+Quantile smoothing splines
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+UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL
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+Estimating structural changes in regression quantiles
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+Testing for structural change in regression quantiles
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+Testing for parameter stability in quantile regression models
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+Quantile regression for competing risks data with missing cause of failure
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+Corrected-loss estimation for quantile regression with covariate measurement errors
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+Sequential change point detection in linear quantile regression models
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