Pages that link to "Item:Q265018"

The following pages link to Quasi-maximum likelihood estimation for conditional quantiles (Q265018):

Displaying 35 items.

• Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (Q75379) (← links)
• Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
• Bagging binary and quantile predictors for time series (Q291866) (← links)
• Dynamic quantile models (Q299276) (← links)
• Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
• Model selection in binary and Tobit quantile regression using the Gibbs sampler (Q433242) (← links)
• VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
• Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
• Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
• Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (Q782628) (← links)
• The second-order bias of quantile estimators (Q1627013) (← links)
• Bayesian model selection in ordinal quantile regression (Q1658985) (← links)
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
• Conjugate priors and variable selection for Bayesian quantile regression (Q1800091) (← links)
• Dynamic semiparametric models for expected shortfall (and value-at-risk) (Q2000869) (← links)
• Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals (Q2044330) (← links)
• Quantile selection in non-linear GMM quantile models (Q2208865) (← links)
• Discussion of ``Local quantile regression'' (Q2434698) (← links)
• Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
• Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
• Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)
• Linear Quantile Regression Based on EM Algorithm (Q2931549) (← links)
• On Some Models for Value-At-Risk (Q3063860) (← links)
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
• Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
• SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (Q3557546) (← links)
• Dealing with Markov-switching parameters in quantile regression models (Q5055169) (← links)
• A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
• Cross-validating fit and predictive accuracy of nonlinear quantile regressions (Q5124973) (← links)
• Variable selection in quantile regression via Gibbs sampling (Q5126988) (← links)
• Model selection in quantile regression models (Q5130158) (← links)
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
• Moderate deviations for quantile regression processes (Q5866036) (← links)
• Quantile Methods for Stochastic Frontier Analysis (Q5870779) (← links)
• Semiparametric modeling of multiple quantiles (Q6090581) (← links)