Pages that link to "Item:Q1731265"
From MaRDI portal
The following pages link to Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information (Q1731265):
Displaying 9 items.
- Maximum weighted likelihood for discrete choice models with a dependently censored covariate (Q508101) (← links)
- Smoothed empirical likelihood for quantile regression models with response data missing at random (Q1622098) (← links)
- Smoothed tensor quantile regression estimation for longitudinal data (Q2101389) (← links)
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
- Smoothed quantile regression with nonignorable dropouts (Q5089725) (← links)
- Weighted composite quantile regression method via empirical likelihood for non linear models (Q5154077) (← links)
- Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
- Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data (Q6595025) (← links)
- Two-step online estimation and inference for expected shortfall regression with streaming data (Q6618202) (← links)
