Pages that link to "Item:Q1596137"

The following pages link to 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):

Displaying 50 items.

• Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
• Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
• A conversation with Stephen Portnoy (Q2163080) (← links)
• Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness (Q2272450) (← links)
• Quantile regression under memory constraint (Q2284373) (← links)
• Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
• Cluster-based least absolute deviation regression for dimension reduction (Q2323157) (← links)
• Conditional quantile processes based on series or many regressors (Q2330744) (← links)
• Asymptotic inference for the constrained quantile regression process (Q2330751) (← links)
• Novel global harmony search algorithm for least absolute deviation (Q2336607) (← links)
• Sheep in wolf's clothing: using the least squares criterion for quantile estimation (Q2345265) (← links)
• Variable selection in quantile varying coefficient models with longitudinal data (Q2359501) (← links)
• Extremal quantile regression (Q2388357) (← links)
• A resilient domain decomposition polynomial chaos solver for uncertain elliptic PDEs (Q2414430) (← links)
• Stock market contagion: a new approach (Q2416322) (← links)
• A descent method for least absolute deviation Lasso problems (Q2421445) (← links)
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
• Local quantile regression (Q2434697) (← links)
• Dealing with the multiplicity of solutions of the \(\ell _{1}\) and \(\ell _{\infty }\) regression models (Q2470107) (← links)
• A Frisch-Newton algorithm for sparse quantile regression (Q2508013) (← links)
• Quantile regression for modelling distributions of profit and loss (Q2643979) (← links)
• Smoothed quantile regression with large-scale inference (Q2682954) (← links)
• Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
• A semiparametric nonlinear quantile regression model for financial returns (Q2691693) (← links)
• The reaction of stock market returns to unemployment (Q2691716) (← links)
• Correcting Data Corruption Errors for Multivariate Function Approximation (Q2818244) (← links)
• Adaptively weighted kernel regression (Q2863054) (← links)
• On robust spectral analysis by least absolute deviations (Q2930890) (← links)
• Discrete A Priori Bounds for the Detection of Corrupted PDE Solutions in Exascale Computations (Q2954485) (← links)
• Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
• Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data (Q3462363) (← links)
• Estimating LAD Regression Coefficients with Best Subset Points (Q3543724) (← links)
• Duality and local sensitivity analysis in least squares, minimax, and least absolute values regressions (Q3543758) (← links)
• CONFIDENCE BANDS IN QUANTILE REGRESSION (Q3580637) (← links)
• Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions (Q3638851) (← links)
• Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
• (Q4558543) (← links)
• Estimation in additive models with fixed censored responses (Q4613968) (← links)
• Penalized Triograms: Total Variation Regularization for Bivariate Smoothing (Q4665837) (← links)
• Least absolute value regression: recent contributions (Q4665923) (← links)
• Quantile Periodograms (Q4916511) (← links)
• Quantile regression via iterative least squares computations (Q4925437) (← links)
• Asymptotics for <i>L</i>₁‐estimators of regression parameters under heteroscedasticityY (Q4944640) (← links)
• Quantile regression with monotonicity restrictions using P-splines and the L1-norm (Q4970713) (← links)
• A fast and efficient implementation of qualitatively constrained quantile smoothing splines (Q4970895) (← links)
• (Q4986363) (← links)
• Low rank matrix recovery with adversarial sparse noise* (Q5030160) (← links)
• A Bayesian conditional model for bivariate mixed ordinal and skew continuous longitudinal responses using quantile regression (Q5036371) (← links)
• (Q5063393) (← links)
• The Lee-Carter quantile mortality model (Q5123190) (← links)