Pages that link to "Item:Q3107987"
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The following pages link to Wild bootstrap for quantile regression (Q3107987):
Displayed 31 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Linear quantile mixed models (Q111690) (← links)
- Powerful nonparametric checks for quantile regression (Q338398) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information (Q1731265) (← links)
- Significance testing in quantile regression (Q1951105) (← links)
- Weighted quantile regression for censored data with application to export duration data (Q2010788) (← links)
- Goodness-of-fit tests for quantile regression with missing responses (Q2065273) (← links)
- Projection quantile correlation and its use in high-dimensional grouped variable screening (Q2072410) (← links)
- QANOVA: quantile-based permutation methods for general factorial designs (Q2074683) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Checking the adequacy of functional linear quantile regression model (Q2189121) (← links)
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
- Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
- Smoothed quantile regression with large-scale inference (Q2682954) (← links)
- Weak Convergence of the Wild Bootstrap for the Aalen-Johansen Estimator of the Cumulative Incidence Function of a Competing Risk (Q2852617) (← links)
- Quantile regression estimation of partially linear additive models (Q2934390) (← links)
- The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
- Two-step risk analysis in insurance ratemaking (Q4959365) (← links)
- (Q4986363) (← links)
- Model-based bootstrap for detection of regional quantile treatment effects (Q5012348) (← links)
- Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
- Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data (Q5044092) (← links)
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION (Q5066778) (← links)
- Quantile-Regression Inference With Adaptive Control of Size (Q5242483) (← links)
- Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity (Q6193014) (← links)