Pages that link to "Item:Q3631464"

The following pages link to Non-Crossing Non-Parametric Estimates of Quantile Curves (Q3631464):

Displaying 48 items.

• Rearranged dependence measures (Q74042) (← links)
• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
• On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood (Q288264) (← links)
• Nonparametric quantile regression for twice censored data (Q358126) (← links)
• On multivariate quantiles under partial orders (Q548551) (← links)
• Simultaneous estimation of linear conditional quantiles with penalized splines (Q746864) (← links)
• A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
• Estimation of additive quantile regression (Q907098) (← links)
• Shape constrained kernel density estimation (Q1022020) (← links)
• Simultaneous estimation of quantile curves using quantile sheets (Q1633277) (← links)
• Quantile regression for additive coefficient models in high dimensions (Q1686242) (← links)
• Simultaneous fitting of Bayesian penalised quantile splines (Q1727924) (← links)
• Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274) (← links)
• Significance testing in quantile regression (Q1951105) (← links)
• Quantile regression methods for first-price auctions (Q2074589) (← links)
• A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
• Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)
• Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← links)
• Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
• Composite change point estimation for bent line quantile regression (Q2397049) (← links)
• A semiparametric nonlinear quantile regression model for financial returns (Q2691693) (← links)
• Comparing time varying regression quantiles under shift invariance (Q2692546) (← links)
• Estimation of Non-Crossing Quantile Regression Curves (Q2788940) (← links)
• A COMPARATIVE STUDY OF MONOTONE QUANTILE REGRESSION METHODS FOR FINANCIAL RETURNS (Q2806360) (← links)
• Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
• Comparing Conditional Quantile Curves (Q2911653) (← links)
• Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models (Q2911698) (← links)
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints (Q3021199) (← links)
• Unified Noncrossing Multiple Quantile Regressions Tree (Q3391255) (← links)
• Pyramid Quantile Regression (Q3391281) (← links)
• Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
• Beyond mean regression (Q4970816) (← links)
• Threshold quantile autoregressive models (Q4979106) (← links)
• (Q5053224) (← links)
• Bayesian non-crossing quantile regression for regularly varying distributions (Q5107362) (← links)
• Improved local quantile regression (Q5142252) (← links)
• SMOOTH DENSITY SPATIAL QUANTILE REGRESSION (Q5155182) (← links)
• A weighted linear quantile regression (Q5220894) (← links)
• SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS (Q5221311) (← links)
• Nonparametric comparison of quantile curves: a stochastic process approach (Q5299876) (← links)
• Uncertainty quantification in complex simulation models using ensemble copula coupling (Q5965044) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965560) (← links)
• Discussion (Q5971125) (← links)
• Comment on: ``Local quantile regression'' (Q5971192) (← links)
• A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS (Q6042895) (← links)
• Semiparametric modeling of multiple quantiles (Q6090581) (← links)
• Nonparametric identification and estimation of the extended Roy model (Q6108291) (← links)
• Non-crossing convex quantile regression (Q6117827) (← links)