Pages that link to "Item:Q1298975"

The following pages link to Quantile splines with several covariates (Q1298975):

Displaying 15 items.

• Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
• Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
• Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
• Estimation in mixed effects model with errors in variables (Q1882934) (← links)
• Simultaneous estimation of multiple conditional regression quantiles (Q1987595) (← links)
• Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification (Q2272871) (← links)
• Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach (Q2405904) (← links)
• Testing for additivity with B-splines (Q2454657) (← links)
• Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs (Q2508017) (← links)
• Cross-validating fit and predictive accuracy of nonlinear quantile regressions (Q5124973) (← links)
• Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods (Q5419463) (← links)
• Some asymptotic results on bivariate quantile splines (Q5928939) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)