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

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-.1016/j.csda.2009.03.012
@@ Property / DOI: 10.1016/j.csda.2009.03.012 / rank @@
-Normal rank
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+Standard errors and covariance matrices for smoothed rank estimators
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+Q3580547
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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
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+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
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+Robust Tests for Heteroscedasticity Based on Regression Quantiles
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+Q3580548
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+On \(M\)-estimators and normal quantiles.
@@ Property / cites work: On \(M\)-estimators and normal quantiles. / rank @@
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+Q3580541
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+Normal rank
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+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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+Normal rank
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+Maximum Likelihood Estimation of Misspecified Models
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@@ Property / DOI @@
+.1016/J.CSDA.2009.03.012
@@ Property / DOI: 10.1016/J.CSDA.2009.03.012 / rank @@
+Normal rank