Pages that link to "Item:Q2511112"
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The following pages link to Efficient estimation and variable selection for infinite variance autoregressive models (Q2511112):
Displayed 7 items.
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- Two step composite quantile regression for single-index models (Q1800087) (← links)
- Modified LASSO estimators for time series regression models with dependent disturbances (Q2220306) (← links)
- Testing in linear composite quantile regression models (Q2259793) (← links)
- Composite quantile regression estimation of linear error-in-variable models using instrumental variables (Q2303030) (← links)
- A robust and efficient estimation method for partially nonlinear models via a new MM algorithm (Q2338233) (← links)
- A predictive leverage statistic for quantile regression with measurement errors (Q4638830) (← links)