Pages that link to "Item:Q290977"
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The following pages link to Conditional empirical likelihood estimation and inference for quantile regression models (Q290977):
Displaying 25 items.
- Bayesian empirical likelihood for quantile regression (Q447855) (← links)
- Conditional empirical likelihood for quantile regression models (Q506571) (← links)
- Empirical likelihood for quantile regression models with response data missing at random (Q521584) (← links)
- Empirical likelihood for quantile regression models with longitudinal data (Q622464) (← links)
- An empirical likelihood approach to quantile regression with auxiliary information (Q654462) (← links)
- Quantile regression and its empirical likelihood with missing response at random (Q725686) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- An encompassing test for non-nested quantile regression models (Q974219) (← links)
- Smoothed empirical likelihood for quantile regression models with response data missing at random (Q1622098) (← links)
- A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288) (← links)
- Generalized indirect inference for discrete choice models (Q1754519) (← links)
- Goodness-of-fit tests for quantile regression with missing responses (Q2065273) (← links)
- Smoothed tensor quantile regression estimation for longitudinal data (Q2101389) (← links)
- Smoothed partially linear quantile regression with nonignorable missing response (Q2151592) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
- Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood (Q6064661) (← links)
