Pages that link to "Item:Q1176293"
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The following pages link to Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293):
Displayed 13 items.
- On monotonicity of regression quantile functions (Q935829) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
- Local asymptotics for quantile smoothing splines (Q1355187) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables (Q1807098) (← links)
- Direct use of regression quantiles to construct confidence sets in linear models (Q1922407) (← links)
- Restricted regression quantiles (Q1969725) (← links)
- Extremal quantile regression (Q2388357) (← links)
- Tests of linear hypotheses based on regression rank scores (Q3432353) (← links)
- ARCH tests and quantile regressions (Q4826350) (← links)