Pages that link to "Item:Q2936836"

The following pages link to EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION (Q2936836):

Displaying 47 items.

• Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
• Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
• Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
• Robust estimation of nonparametric function via addition sequence (Q827000) (← links)
• An improved and efficient estimation method for varying-coefficient model with missing covariates (Q900966) (← links)
• Composite quantile regression estimation for left censored response longitudinal data (Q1617021) (← links)
• Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits (Q1659500) (← links)
• Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274) (← links)
• Linear double autoregression (Q1792485) (← links)
• Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models (Q2010462) (← links)
• Zero-inflated quantile rank-score based test (ZIQRank) with application to scRNA-seq differential gene expression analysis (Q2078276) (← links)
• An efficient estimation for the parameter in additive partially linear models with missing covariates (Q2131935) (← links)
• Inference in functional linear quantile regression (Q2140865) (← links)
• GMM quantile regression (Q2172015) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data (Q2228216) (← links)
• Composite versus model-averaged quantile regression (Q2317267) (← links)
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
• Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
• Bayesian joint-quantile regression (Q2667013) (← links)
• AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
• HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (Q2937711) (← links)
• Unified Noncrossing Multiple Quantile Regressions Tree (Q3391255) (← links)
• Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
• Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data (Q5044092) (← links)
• Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies (Q5082658) (← links)
• Bayesian composite Tobit quantile regression (Q5139034) (← links)
• Bayesian composite quantile regression (Q5220938) (← links)
• Efficient estimation for time-varying coefficient longitudinal models (Q5375952) (← links)
• (Q5381113) (← links)
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
• A joint test for parametric specification and independence in nonlinear regression models (Q5860965) (← links)
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function (Q5860966) (← links)
• Quantile aggregation and combination for stock return prediction (Q5861021) (← links)
• Testing independence between exogenous variables and unobserved errors (Q5867567) (← links)
• A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS (Q6042895) (← links)
• Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
• Spatial-temporal Model with Heterogeneous Random Effects (Q6069491) (← links)
• Quantile Regression for Nonignorable Missing Data with Its Application of Analyzing Electronic Medical Records (Q6079687) (← links)
• A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
• Nonequivalence of two least-absolute-deviation estimators for mediation effects (Q6169920) (← links)
• Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (Q6541121) (← links)
• Composite expectile estimation in partial functional linear regression model (Q6596188) (← links)
• Locally Stationary Quantile Regression for Inflation and Interest Rates (Q6620907) (← links)
• Efficient Estimation for Models With Nonlinear Heteroscedasticity (Q6620970) (← links)
• Local Composite Quantile Regression for Regression Discontinuity (Q6620998) (← links)
• Bayesian composite \(L^p\)-quantile regression (Q6667542) (← links)