The following pages link to (Q3413299):
Displaying 50 items.
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- Comparison of multivariate distributions using quantile-quantile plots and related tests (Q396016) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- Composite hierachical linear quantile regression (Q403443) (← links)
- Approximation analysis of learning algorithms for support vector regression and quantile regression (Q411126) (← links)
- Weighted composite quantile estimation and variable selection method for censored regression model (Q419199) (← links)
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data (Q419227) (← links)
- Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
- Geoadditive expectile regression (Q433230) (← links)
- Asymptotically efficient estimation of the conditional expected shortfall (Q433233) (← links)
- Quantile regression with doubly censored data (Q433239) (← links)
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- Computing multiple-output regression quantile regions (Q433245) (← links)
- Consistency of support vector machines using additive kernels for additive models (Q433246) (← links)
- The least trimmed quantile regression (Q434955) (← links)
- Valuating residential real estate using parametric programming (Q439341) (← links)
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- Bayesian empirical likelihood for quantile regression (Q447855) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- On latent process models in multi-dimensional space (Q449379) (← links)
- Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression (Q450861) (← links)
- Online learning for quantile regression and support vector regression (Q451190) (← links)
- Bayesian inference for additive mixed quantile regression models (Q452530) (← links)
- A weighted quantile regression for randomly truncated data (Q452627) (← links)
- Single-index composite quantile regression (Q457304) (← links)
- Quantile regression with \(\ell_1\)-regularization and Gaussian kernels (Q457695) (← links)
- Information estimators for weighted observations (Q461170) (← links)
- Functional partially linear quantile regression model (Q464378) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- Risk-parameter estimation in volatility models (Q473360) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- The relationship between the absolute deviation from a quantile and Gini's mean difference (Q478477) (← links)
- Random variables, monotone relations, and convex analysis (Q484142) (← links)
- Estimating the health impact of climate change with calibrated climate model output (Q484662) (← links)
- Variable selection in quantile regression when the models have autoregressive errors (Q488595) (← links)
- Nonparametric estimation of a maximum of quantiles (Q489179) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Conditional empirical likelihood for quantile regression models (Q506571) (← links)
- Smooth expectiles for panel data using penalized splines (Q517410) (← links)
- Empirical likelihood for quantile regression models with response data missing at random (Q521584) (← links)
- Quantile treatment effects in the regression discontinuity design (Q527956) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- The method of simulated quantiles (Q528141) (← links)
- Bayesian variable selection in quantile regression using the Savage-Dickey density ratio (Q530387) (← links)
- Combining robustness with efficiency in the estimation of the variogram (Q539033) (← links)
- Detection of treatment effects by covariate-adjusted expected shortfall (Q542981) (← links)
- On multivariate quantiles under partial orders (Q548551) (← links)
- Statistical downscaling of extreme precipitation events using extreme value theory (Q549636) (← links)
- Exact distribution of the product of \(m\) gamma and \(n\) Pareto random variables (Q550112) (← links)
