The following pages link to Regression Quantiles (Q4151032):
Displayed 50 items.
- On average derivative quantile regression (Q1359420) (← links)
- Quantile smoothing in financial time series (Q1360288) (← links)
- \(M\)-type regression splines involving time series (Q1360970) (← links)
- Robust estimators for simultaneous equations models (Q1362500) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Adaptive choice of trimming proportion in trimmed least-squares estimation. (Q1380584) (← links)
- Regression-quantile graduation of Australian life tables, 1946-1992 (Q1381467) (← links)
- On methods of sieves and penalization (Q1383094) (← links)
- A comparison of local constant and local linear regression quantile estimators (Q1391248) (← links)
- Quantile regression with censored data using generalized \(L_1\) minimization (Q1391995) (← links)
- An MCMC approach to classical estimation. (Q1398964) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- Quantile regression in varying coefficient models. (Q1427801) (← links)
- Characterizing angular symmetry and regression symmetry. (Q1429884) (← links)
- Robust regression quantiles. (Q1429886) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Econometrics and decision theory (Q1574216) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- Asymptotic distributions of the maximal depth estimators for regression and multivariate location (Q1578279) (← links)
- Test of tails based on extreme regression quantiles (Q1579537) (← links)
- Glejser's test revisited (Q1580345) (← links)
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. (Q1586550) (← links)
- On spline estimators and prediction intervals in nonparametric regression. (Q1589489) (← links)
- Some pathological regression asymptotics under stable conditions (Q1591159) (← links)
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors (Q1596137) (← links)
- Is there a return-risk link in education? (Q1605441) (← links)
- Quantile regression using RJMCMC algorithm (Q1608906) (← links)
- Alternative methods of linear regression (Q1609471) (← links)
- Upper and lower approximation models in interval regression using regression quantile techniques (Q1610187) (← links)
- Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model (Q1771293) (← links)
- M-estimators of structural parameters in pseudolinear models. (Q1775164) (← links)
- Limiting distributions for \(L_1\) regression estimators under general conditions (Q1807095) (← links)
- \(L_1\)-estimation in linear models with heterogeneous white noise (Q1808685) (← links)
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
- Estimation of best predictors of binary response (Q1825570) (← links)
- Simple resampling methods for censored regression quantiles (Q1841195) (← links)
- Quantile regression under random censoring. (Q1867731) (← links)
- On multivariate quantile regression (Q1869072) (← links)
- Spline estimation of conditional quantities for functional covariates (Q1876918) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- Quantile regression for longitudinal data (Q1882935) (← links)
- Symmetric regression quantile and its application to robust estimation for the nonlinear regression model (Q1888304) (← links)
- Estimation of quantile density function based on regression quantiles (Q1892117) (← links)
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235) (← links)
- Relating quantiles and expectiles under weighted-symmetry (Q1901684) (← links)
- An interior point algorithm for nonlinear quantile regression (Q1915451) (← links)
- Direct use of regression quantiles to construct confidence sets in linear models (Q1922407) (← links)
- Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models (Q1962187) (← links)
- Restricted regression quantiles (Q1969725) (← links)
- COBS: qualitatively constrained smoothing via linear programming (Q1979097) (← links)