Pages that link to "Item:Q1359420"
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The following pages link to On average derivative quantile regression (Q1359420):
Displayed 19 items.
- Self-organizing map visualizing conditional quantile functions with multidimensional covariates (Q959296) (← links)
- Asymptotic properties of a conditional quantile estimator with randomly truncated data (Q1000581) (← links)
- Quantile regression in varying coefficient models. (Q1427801) (← links)
- Estimation of the envelope of a point set with loose boundaries (Q1586316) (← links)
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. (Q1586550) (← links)
- On spline estimators and prediction intervals in nonparametric regression. (Q1589489) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Extremal quantile regression (Q2388357) (← links)
- A strong uniform convergence rate of kernel conditional quantile estimator under random censorship (Q2489867) (← links)
- Polynomial Spline Estimation and Inference of Proportional Hazards Regression Models with Flexible Relative Risk Form (Q3436527) (← links)
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series (Q3532761) (← links)
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL (Q4449527) (← links)
- Local Linear Additive Quantile Regression (Q4677099) (← links)
- Root n consistent and optimal density estimators for moving average processes (Q4828227) (← links)
- Non‐parametric Quantile Regression with Censored Data (Q5467707) (← links)
- Semiparametric estimation of single‐index hazard functions without proportional hazards (Q5469917) (← links)
- Asymptotic consistency of median regression trees (Q5928933) (← links)
- Two-stage rank estimation of quantile index models (Q5928975) (← links)
- Two-step estimation of semiparametric censored regression models (Q5939170) (← links)