Pages that link to "Item:Q259677"

The following pages link to Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677):

Displaying 16 items.

• Weighted composite quantile regression for single-index models (Q276965) (← links)
• Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
• Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274) (← links)
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
• Robust estimation of single index models with responses missing at random (Q2062377) (← links)
• Optimal subsampling for composite quantile regression in big data (Q2093142) (← links)
• Block average quantile regression for massive dataset (Q2175645) (← links)
• Single-index composite quantile regression for massive data (Q2201561) (← links)
• Robust communication-efficient distributed composite quantile regression and variable selection for massive data (Q2242035) (← links)
• Composite quantile regression for massive datasets (Q4580023) (← links)
• Regression estimation via information-weighted composite models with different dimensions (Q5082635) (← links)
• Weighted composite quantile regression for partially linear varying coefficient models (Q5154052) (← links)
• High-dimensional local polynomial regression with variable selection and dimension reduction (Q6089201) (← links)
• Renewable composite quantile method and algorithm for nonparametric models with streaming data (Q6190664) (← links)
• Composite smoothed quantile regression (Q6548780) (← links)
• Higher-order expansions of sample range from general error distribution (Q6571760) (← links)