The following pages link to Regression Quantiles (Q4151032):
Displayed 50 items.
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions (Q1019455) (← links)
- Improving the computation of censored quantile regressions (Q1020790) (← links)
- Time-adaptive quantile regression (Q1023453) (← links)
- Censored depth quantiles (Q1023489) (← links)
- New normalization methods using support vector machine quantile regression approach in microarray analysis (Q1023756) (← links)
- Regularized simultaneous model selection in multiple quantiles regression (Q1023905) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Evaluating the ROC performance of markers for future events (Q1029793) (← links)
- Semiparametric quantile modelling of hierarchical data (Q1034286) (← links)
- Quantile regression for robust bank efficiency score estimation (Q1042513) (← links)
- Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator (Q1059977) (← links)
- Censored regression quantiles (Q1083825) (← links)
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator (Q1099547) (← links)
- Strong representations for LAD estimators in linear models (Q1116225) (← links)
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression (Q1126090) (← links)
- The effect of school quality on student performance: A quantile regression approach (Q1128600) (← links)
- Estimating the variance of the LAD regression coefficients. (Q1128617) (← links)
- Making mobility visible: a graphical device (Q1128796) (← links)
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293) (← links)
- Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760) (← links)
- Goal programming models and their duality relations for use in evaluating security portfolio and regression relations (Q1278699) (← links)
- Quantile splines with several covariates (Q1298975) (← links)
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
- Expectiles and \(M\)-quantiles are quantiles (Q1332873) (← links)
- Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries (Q1333549) (← links)
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 (Q1343135) (← links)
- An algorithm for quantile smoothing splines (Q1350407) (← links)
- Regression rank scores estimation in ANOCOVA (Q1354389) (← links)
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs (Q1354473) (← links)
- Local asymptotics for quantile smoothing splines (Q1355187) (← links)
- \(M\)-estimation, convexity and quantiles (Q1359408) (← links)
- 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)