Pages that link to "Item:Q1596137"

The following pages link to The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors (Q1596137):

Displayed 50 items.

• Fast Censored Linear Regression (Q60738) ‎ (← links)
• Smoothed quantile regression for censored residual life (Q98524) ‎ (← links)
• Regularization of case-specific parameters for robustness and efficiency (Q252778) ‎ (← links)
• Quality of fit measurement in regression quantiles: an elemental set method approach (Q273823) ‎ (← links)
• Instrumental variable quantile regression: a robust inference approach (Q290966) ‎ (← links)
• Instrumental quantile regression inference for structural and treatment effect models (Q291713) ‎ (← links)
• Bagging binary and quantile predictors for time series (Q291866) ‎ (← links)
• Least-modules estimates for spatial autoregression coefficients (Q353728) ‎ (← links)
• The \(L_1\) penalized LAD estimator for high dimensional linear regression (Q391806) ‎ (← links)
• Variable selection in robust semiparametric modeling for longitudinal data (Q397215) ‎ (← links)
• P-splines quantile regression estimation in varying coefficient models (Q464449) ‎ (← links)
• Linear quantile regression models for longitudinal experiments: an overview (Q497095) ‎ (← links)
• A robust multiquadric method for digital elevation model construction (Q500719) ‎ (← links)
• Bayesian quantile regression for ordinal models (Q516431) ‎ (← links)
• Bayesian variable selection in quantile regression using the Savage-Dickey density ratio (Q530387) ‎ (← links)
• \(\sqrt n\)-consistent robust integration-based estimation (Q632755) ‎ (← links)
• Estimation in functional linear quantile regression (Q741818) ‎ (← links)
• Partial quantile regression (Q745476) ‎ (← links)
• Hierarchical linear regression models for conditional quantiles (Q870725) ‎ (← links)
• Multiple criteria linear regression (Q877054) ‎ (← links)
• Least product relative error estimation (Q901281) ‎ (← links)
• Simultaneous estimation and variable selection in median regression using Lasso-type penalty (Q904101) ‎ (← links)
• Sensitivity analysis of constrained linear \(L_1\) regression: perturbations to response and predictor variables (Q957158) ‎ (← links)
• Self-organizing map visualizing conditional quantile functions with multidimensional covariates (Q959296) ‎ (← links)
• Robust weighted LAD regression (Q959399) ‎ (← links)
• Optimal expectile smoothing (Q961911) ‎ (← links)
• A robust periodogram for high-resolution spectral analysis (Q985525) ‎ (← links)
• Robust estimation of dimension reduction space (Q1010389) ‎ (← links)
• Time-adaptive quantile regression (Q1023453) ‎ (← links)
• Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp (Q1125541) ‎ (← links)
• LAD regression for detecting outliers in response and explanatory variables (Q1364673) ‎ (← links)
• Regression-quantile graduation of Australian life tables, 1946-1992 (Q1381467) ‎ (← links)
• Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) ‎ (← links)
• Approximation in normed linear spaces (Q1587393) ‎ (← links)
• The mean and median absolute deviations (Q1600521) ‎ (← links)
• Sensitivity analysis for predictor variables in the MSAE regression. (Q1608910) ‎ (← links)
• H-relative error estimation for multiplicative regression model with random effect (Q1642999) ‎ (← links)
• A fast imputation algorithm in quantile regression (Q1729299) ‎ (← links)
• Segmented concave least squares: a nonparametric piecewise linear regression (Q1754121) ‎ (← links)
• Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274) ‎ (← links)
• Limiting distribution for monotone median regression (Q1866204) ‎ (← links)
• Moderate deviations for \(M\)-estimators (Q1872874) ‎ (← links)
• A quantile regression estimator for censored data (Q1940762) ‎ (← links)
• Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) ‎ (← links)
• COBS: qualitatively constrained smoothing via linear programming (Q1979097) ‎ (← links)
• Optimal subsampling for large-scale quantile regression (Q1996884) ‎ (← links)
• Generalized \(\ell_1\)-penalized quantile regression with linear constraints (Q2008107) ‎ (← links)
• Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) ‎ (← links)
• Optimal subsampling for least absolute relative error estimators with massive data (Q2099270) ‎ (← links)
• Scalable estimation and inference for censored quantile regression process (Q2105200) ‎ (← links)