Pages that link to "Item:Q1026368"

The following pages link to Asymptotics for argmin processes: convexity arguments (Q1026368):

Displaying 20 items.

• Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
• The quantile process under random censoring (Q893069) (← links)
• A classification point-of-view about conditional Kendall's tau (Q1738003) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)
• A new double-regularized regression using Liu and Lasso regularization (Q2135849) (← links)
• The law of iterated logarithm for the estimations of diffusion-type processes (Q2144039) (← links)
• Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) (← links)
• On Kendall's regression (Q2181725) (← links)
• The moderate deviation principle for minimizers of convex processes (Q2190013) (← links)
• Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Asymptotic theory of the adaptive sparse group Lasso (Q2304247) (← links)
• Asymptotic inference for the constrained quantile regression process (Q2330751) (← links)
• Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
• Threshold quantile autoregressive models (Q4979106) (← links)
• Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
• Common threshold in quantile regressions with an application to pricing for reputation (Q5860925) (← links)
• Moderate deviations for quantile regression processes (Q5866036) (← links)
• On the asymptotics of \(Z\)-estimators indexed by the objective functions (Q5965331) (← links)
• Bivariate distribution regression with application to insurance data (Q6152694) (← links)