Pages that link to "Item:Q3432353"
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The following pages link to Tests of linear hypotheses based on regression rank scores (Q3432353):
Displaying 50 items.
- R-estimation of the parameters of a multiple regression model with measurement errors (Q427478) (← links)
- Rank tests in heteroscedastic linear model with nuisance parameters (Q464390) (← links)
- Censored quantile regression processes under dependence and penalization (Q471971) (← links)
- Finite-sample distribution of regression quantiles (Q613188) (← links)
- A bootstrap approach to hypothesis testing in least absolute value regression (Q672002) (← links)
- A note on hypothesis testing in LAV multiple regression: A small sample comparison (Q672070) (← links)
- A note on hypothesis testing in LAV multiple regression: a small sample comparison (Q673289) (← links)
- Nearly root-\(n\) approximation for regression quantile processes (Q693744) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Kolmogorov-Smirnov two-sample test based on regression rank scores. (Q834026) (← links)
- Conditional growth charts. (With discussion and rejoinder) (Q869963) (← links)
- An encompassing test for non-nested quantile regression models (Q974219) (← links)
- Inference for censored quantile regression models in longitudinal studies (Q1020978) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Quantile regression in partially linear varying coefficient models (Q1043714) (← links)
- Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores (Q1298971) (← links)
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
- Local asymptotics for quantile smoothing splines (Q1355187) (← links)
- \(M\)-estimation, convexity and quantiles (Q1359408) (← links)
- LAD regression for detecting outliers in response and explanatory variables (Q1364673) (← links)
- Adaptive choice of trimming proportion in trimmed least-squares estimation. (Q1380584) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors (Q1596137) (← links)
- Random weighting approximation for Tobit regression models with longitudinal data (Q1623677) (← links)
- A robust test for non-nested hypotheses (Q1633222) (← links)
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- Robust tests in nonlinear regression models (Q1817297) (← links)
- An interior point algorithm for nonlinear quantile regression (Q1915451) (← links)
- Direct use of regression quantiles to construct confidence sets in linear models (Q1922407) (← links)
- Restricted regression quantiles (Q1969725) (← links)
- Zero-inflated quantile rank-score based test (ZIQRank) with application to scRNA-seq differential gene expression analysis (Q2078276) (← links)
- Statistical inference in the partial functional linear expectile regression model (Q2106846) (← links)
- Testing linearity in partial functional linear quantile regression model based on regression rank scores (Q2131980) (← links)
- Integrated quantile rank test (iQRAT) for gene-level associations (Q2170394) (← links)
- Asymptotic inference for the constrained quantile regression process (Q2330751) (← links)
- Composite change point estimation for bent line quantile regression (Q2397049) (← links)
- Rank tests and regression rank score tests in measurement error models (Q2445764) (← links)
- Finite sample inference for quantile regression models (Q2630070) (← links)
- Statistical inference on heteroscedastic models based on regression quantiles (Q4222481) (← links)
- Sequential tests based on rank regression scores (Q4384958) (← links)
- Least absolute value regression: recent contributions (Q4665923) (← links)
- Estimation in autoregressivemodels based on autoregressionrank scores (Q4789777) (← links)
- Finite sample properties of adaptive regression estimators (Q4853100) (← links)
- (Q4864585) (← links)
- Small sample performance of quantile regression confidence intervals (Q4913929) (← links)
- Parameter instability in quantile regression (Q4970897) (← links)
- Model-based bootstrap for detection of regional quantile treatment effects (Q5012348) (← links)
- A Generalized Quantile Tree Method for Subgroup Identification (Q5057092) (← links)
- Quantile regression for varying coefficient spatial error models (Q5079949) (← links)
