Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Improved Algorithm for Discrete $l_1 $ Linear Approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some analogues to linear combinations of order statistics in the linear model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some asymptotic theory for the bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Simple Estimate of the Reciprocal of the Density Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping in least absolute value regression: an application to hypothesis testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap methods: another look at the jackknife / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959963 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3828898 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5613647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Estimation from Incomplete Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Tests for Heteroscedasticity Based on Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Empirical Quantile Function for Linear Models with | operatornameiid Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some representations of the bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: On an algorithm for discrete nonlinear L1 approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive \(L\)-estimation for linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least absolute deviations estimation for the censored regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Censored regression quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN ESTIMATE OF THE ASYMPTOTIC STANDARD ERROR OF THE SAMPLE MEDIAN / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of quantiles in samples from a bivariate population / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4727203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic accuracy of Efron's bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference procedures for the \(L_ 1\) regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4721379 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Censored Discrete Linear $l_1 $ Approximation / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:32, 23 May 2024

scientific article
Language Label Description Also known as
English
Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
scientific article

    Statements

    Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (English)
    0 references
    0 references
    7 December 1995
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers