Quasi-maximum likelihood estimation for conditional quantiles (Q265018): Difference between revisions

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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
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+Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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+An MCMC approach to classical estimation.
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+The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
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+A deep cut ellipsoid algorithm for convex programming: Theory and applications
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+Pseudo Maximum Likelihood Methods: Theory
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+Bootstrapping Quantile Regression Estimators
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+Bootstrap Methods for Median Regression Models
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+An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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+Regression Quantiles
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+Robust Tests for Heteroscedasticity Based on Regression Quantiles
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+An interior point algorithm for nonlinear quantile regression
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+Inference on the Quantile Regression Process
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+Simulation and the Asymptotics of Optimization Estimators
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+Asymptotic behavior of regression quantiles in non-stationary, dependent cases
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+Censored regression quantiles
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+Trimmed Least Squares Estimation in the Linear Model
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