Pages that link to "Item:Q1043714"
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The following pages link to Quantile regression in partially linear varying coefficient models (Q1043714):
Displaying 50 items.
- Focused Information Criterion and Model Averaging in Quantile Regression (Q2864688) (← links)
- VARIABLE SELECTION FOR PARTIALLY LINEAR VARYING COEFFICIENT QUANTILE REGRESSION MODEL (Q2921510) (← links)
- Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error (Q2921860) (← links)
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION (Q2936836) (← links)
- Variable selection in additive quantile regression using nonconcave penalty (Q2953973) (← links)
- Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data (Q3462363) (← links)
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models (Q5012336) (← links)
- Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data (Q5040521) (← links)
- Two-stage local rank estimation for generalised partially linear varying-coefficient models (Q5051323) (← links)
- B-spline estimation for partially linear varying coefficient composite quantile regression models (Q5077901) (← links)
- Extreme value inference for quantile regression with varying coefficients (Q5079066) (← links)
- Empirical likelihood in varying-coefficient quantile regression with missing observations (Q5079229) (← links)
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data (Q5079845) (← links)
- Quantile regression for varying coefficient spatial error models (Q5079949) (← links)
- Estimation for the censored partially linear quantile regression models (Q5085032) (← links)
- Time-varying coefficient model estimation through radial basis functions (Q5093028) (← links)
- Principal single-index varying-coefficient models for dimension reduction in quantile regression (Q5107741) (← links)
- The Lee-Carter quantile mortality model (Q5123190) (← links)
- Robust variable selection for the varying coefficient model based on composite<i>L</i><sub>1</sub>–<i>L</i><sub>2</sub>regression (Q5129091) (← links)
- Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models (Q5138024) (← links)
- (Q5149019) (← links)
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data (Q5220801) (← links)
- Robust variable selection in modal varying-coefficient models with longitudinal (Q5222265) (← links)
- Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data (Q5222400) (← links)
- ON THE PROPERTIES OF QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODEL USING TWO-STAGE APPROACH (Q5229480) (← links)
- Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (Q5231503) (← links)
- A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (Q5231514) (← links)
- Shape testing in quantile varying coefficient models with heteroscedastic error (Q5266570) (← links)
- B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data (Q5299882) (← links)
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q5299893) (← links)
- LOCAL PARTITIONED QUANTILE REGRESSION (Q5357398) (← links)
- Efficient estimation for time-varying coefficient longitudinal models (Q5375952) (← links)
- Quantile Methods for Stochastic Frontier Analysis (Q5870779) (← links)
- Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes (Q5875307) (← links)
- High-Dimensional Spatial Quantile Function-on-Scalar Regression (Q5881157) (← links)
- Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression (Q5881979) (← links)
- Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)
- Automatic variable selection for semiparametric spatial autoregressive model (Q6049848) (← links)
- Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations (Q6053998) (← links)
- Varying Coefficient Regression Models: A Review and New Developments (Q6064064) (← links)
- Asymptotics of the Non‐parametric Function for B‐splines‐based Estimation in Partially Linear Models (Q6064343) (← links)
- Functional Response Quantile Regression Model (Q6069492) (← links)
- Latent group detection in functional partially linear regression models (Q6079865) (← links)
- Statistical inference on restricted partial linear regression models with partial distortion measurement errors (Q6085837) (← links)
- Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis (Q6107193) (← links)
- Semiparametric function-on-function quantile regression model with dynamic single-index interactions (Q6113821) (← links)
- Quantile varying-coefficient structural equation model (Q6122758) (← links)
- Robust Model Averaging Method Based on LOF Algorithm (Q6122956) (← links)
- Reprint: Hypothesis testing on high dimensional quantile regression (Q6150539) (← links)
- Hypothesis testing on high dimensional quantile regression (Q6152590) (← links)