The following pages link to Regression Quantiles (Q4151032):
Displayed 50 items.
- 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)
- On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise (Q1759968) (← 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)
- Quantile regression with aggregated data (Q1925928) (← links)
- Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators (Q1927072) (← links)
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (Q1927187) (← links)
- Optimal asymmetric kernels (Q1927459) (← links)
- Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
- BATE curve in assessment of clinical utility of predictive biomarkers (Q1933991) (← links)
- Inference approaches for instrumental variable quantile regression (Q1934051) (← links)
- Bayesian quantile regression for parametric nonlinear mixed effects models (Q1934287) (← links)
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
- LAD variable selection for linear models with randomly censored data (Q1936296) (← links)
- Estimation of general semi-parametric quantile regression (Q1937201) (← links)
- A quantile regression estimator for censored data (Q1940762) (← links)
- On a new NBUE property in multivariate sense: an application (Q1942905) (← links)
- Small area estimation via M-quantile geographically weighted regression (Q1944364) (← 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)