The following pages link to Regression Quantiles (Q4151032):
Displayed 50 items.
- Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- Smoothing combined estimating equations in quantile regression for longitudinal data (Q892456) (← links)
- Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
- The quantile process under random censoring (Q893069) (← links)
- Threshold effect test in censored quantile regression (Q894590) (← links)
- Improving estimation efficiency in quantile regression with longitudinal data (Q894786) (← links)
- Robust estimation for spatial semiparametric varying coefficient partially linear regression (Q894868) (← links)
- Systems analysis of robust strategic decisions to plan secure food, energy, and water provision based on the stochastic globiom model (Q895097) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Elliptical multiple-output quantile regression and convex optimization (Q899672) (← links)
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
- A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density (Q900913) (← links)
- Quantile regression of longitudinal data with informative observation times (Q901287) (← links)
- Bayesian quantile regression model for claim count data (Q903343) (← links)
- Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting (Q904624) (← links)
- Analysis of the influence of quantile regression model on mainland tourists' service satisfaction performance (Q904630) (← links)
- Estimating the model with fixed and random effects by a robust method (Q905235) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- Estimation of additive quantile regression (Q907098) (← links)
- Robust estimation based on grouped-adjusted data in linear regression models (Q909394) (← links)
- A longitudinal study of the effects of family background factors on mathematics achievements using quantile regression (Q925985) (← links)
- On monotonicity of regression quantile functions (Q935829) (← links)
- Robust median estimator in logistic regression (Q951041) (← links)
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867) (← links)
- Testing for parameter stability in quantile regression models (Q952875) (← links)
- Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
- Q-convergence with interquartile ranges (Q956472) (← links)
- GACV for quantile smoothing splines (Q959206) (← links)
- Self-organizing map visualizing conditional quantile functions with multidimensional covariates (Q959296) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions (Q959439) (← links)
- Support vector censored quantile regression under random censoring (Q961212) (← links)
- Parametric and semiparametric methods for mapping quantitative trait loci (Q961369) (← links)
- Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
- Quantile regression without the curse of unsmoothness (Q961840) (← links)
- Optimal expectile smoothing (Q961911) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- An encompassing test for non-nested quantile regression models (Q974219) (← links)
- M-estimation of the accelerated failure time model under a convex discrepancy function (Q974513) (← links)
- Efficient M-estimators with auxiliary information (Q989257) (← links)
- Linear trimmed means for the linear regression with AR(1) errors model (Q989272) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Asymptotics of Bayesian median loss estimation (Q990880) (← links)
- High-throughput data analysis in behavior genetics (Q993248) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence (Q997008) (← links)