Semiparametric modeling of multiple quantiles (Q6090581): Difference between revisions

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+The Model Confidence Set
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+Regression Quantiles
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+Goodness of Fit and Related Inference Processes for Quantile Regression
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+About monotone regression quantiles.
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+Least absolute deviations estimation for the censored regression model
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+Estimation in conditionally heteroscedatic time series models.
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+VAR for VaR: measuring tail dependence using multivariate regression quantiles
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