Pages that link to "Item:Q1807095"
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The following pages link to Limiting distributions for \(L_1\) regression estimators under general conditions (Q1807095):
Displaying 50 items.
- Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp (Q1125541) (← links)
- Generalized bootstrap for estimators of minimizers of convex functions (Q1410281) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← links)
- Bootstrapping point processes with some applications (Q1613654) (← links)
- Robust and efficient estimation with weighted composite quantile regression (Q1619607) (← links)
- Estimation and variable selection for partially functional linear models (Q1622116) (← links)
- Quantile estimation for a hybrid model of functional and varying coefficient regressions (Q1642733) (← links)
- A propensity score adjustment method for regression models with nonignorable missing covariates (Q1660142) (← links)
- Robust variable selection of joint frailty model for panel count data (Q1661331) (← links)
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random (Q1662031) (← links)
- Estimation and testing for time-varying quantile single-index models with longitudinal data (Q1662061) (← links)
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
- Statistical inference for quantiles in the frequency domain (Q1687327) (← links)
- A weighted Wilcoxon estimate for the covariate-specific ROC curve (Q1701258) (← links)
- Semi-functional partial linear quantile regression (Q1726713) (← links)
- Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies (Q1729298) (← links)
- Quantile regression for robust inference on varying coefficient partially nonlinear models (Q1747095) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- Pursuit of dynamic structure in quantile additive models with longitudinal data (Q1799871) (← links)
- Two step composite quantile regression for single-index models (Q1800087) (← links)
- Quantile regression for longitudinal data (Q1882935) (← links)
- Estimation of general semi-parametric quantile regression (Q1937201) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data (Q1952454) (← links)
- Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates (Q1995860) (← links)
- Optimal subsampling for large-scale quantile regression (Q1996884) (← links)
- Causal inference by quantile regression kink designs (Q2000835) (← links)
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment (Q2000849) (← links)
- Quantile regression and variable selection for partially linear model with randomly truncated data (Q2010786) (← links)
- Quantile regression under local misspecification (Q2025221) (← links)
- Adjusted extreme conditional quantile autoregression with application to risk measurement (Q2039159) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- Quantile trace regression via nuclear norm regularization (Q2070597) (← links)
- Asymptotic properties of penalized spline estimators in concave extended linear models: rates of convergence (Q2073712) (← links)
- Optimal subsampling for composite quantile regression in big data (Q2093142) (← links)
- Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random (Q2095711) (← links)
- Single-index quantile regression with left truncated data (Q2109301) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Robust estimation of semiparametric transformation model for panel count data (Q2121176) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates (Q2131977) (← links)
- Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression (Q2134998) (← links)
- Inference in functional linear quantile regression (Q2140865) (← links)
- Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
- Block average quantile regression for massive dataset (Q2175645) (← links)
- Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
- The moderate deviation principle for minimizers of convex processes (Q2190013) (← links)
