The following pages link to Single-index quantile regression (Q117474):
Displaying 50 items.
- D-vine copula based quantile regression (Q112600) (← links)
- siqr (Q117475) (← links)
- Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
- Quantile regression for single-index-coefficient regression models (Q273760) (← links)
- Weighted composite quantile regression for single-index models (Q276965) (← links)
- TENET: tail-event driven network risk (Q281059) (← links)
- Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
- Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
- A robust and efficient estimation method for single index models (Q391886) (← links)
- Zero finite-order serial correlation test in a partially linear single-index model (Q394401) (← links)
- Single-index composite quantile regression (Q457304) (← links)
- M-estimators for single-index model using B-spline (Q464368) (← links)
- Oracally efficient estimation for single-index link function with simultaneous confidence band (Q491416) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Composite quantile regression for single-index models with asymmetric errors (Q736595) (← links)
- Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
- Single index quantile regression for heteroscedastic data (Q739594) (← links)
- Bayesian quantile regression for single-index models (Q892421) (← links)
- Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
- Testing structural change in partially linear single-index models with error-prone linear covariates (Q1621211) (← links)
- Partially linear modeling of conditional quantiles using penalized splines (Q1623589) (← links)
- Estimation and testing for time-varying quantile single-index models with longitudinal data (Q1662061) (← links)
- Time-varying quantile single-index model for multivariate responses (Q1663105) (← links)
- Estimation and variable selection for quantile partially linear single-index models (Q1679574) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Quantile regression for robust inference on varying coefficient partially nonlinear models (Q1747095) (← links)
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
- Two step composite quantile regression for single-index models (Q1800087) (← links)
- Estimation of general semi-parametric quantile regression (Q1937201) (← links)
- Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← links)
- A robust and efficient estimation and variable selection method for partially linear single-index models (Q2015069) (← links)
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model (Q2051519) (← links)
- Robust estimation of single index models with responses missing at random (Q2062377) (← links)
- Single-index quantile regression with left truncated data (Q2109301) (← links)
- Extreme partial least-squares (Q2111063) (← links)
- Single-index composite quantile regression for ultra-high-dimensional data (Q2161022) (← links)
- Single index quantile regression for censored data (Q2176344) (← links)
- Identification and estimation in quantile varying-coefficient models with unknown link function (Q2177722) (← links)
- Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter (Q2183770) (← links)
- Single-index composite quantile regression for massive data (Q2201561) (← links)
- Semiparametric efficiency for partially linear single-index regression models (Q2252907) (← links)
- Weighted composite quantile regression for single index model with missing covariates at random (Q2282597) (← links)
- Single-index modal regression via outer product gradients (Q2291303) (← links)
- Efficient estimation in single index models through smoothing splines (Q2295045) (← links)
- Central quantile subspace (Q2302519) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Cluster-based least absolute deviation regression for dimension reduction (Q2323157) (← links)
- Quantile regression approach to conditional mode estimation (Q2326053) (← links)
- Estimating the conditional single-index error distribution with a partial linear mean regression (Q2348715) (← links)
- Quantile regression and variable selection of partial linear single-index model (Q2352452) (← links)
