Pages that link to "Item:Q419339"

The following pages link to Shrinkage estimation for linear regression with ARMA errors (Q419339):

Displaying 9 items.

• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
• Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
• Quantile regression for linear models with autoregressive errors using EM algorithm (Q1729300) (← links)
• Likelihood-based quantile autoregressive distributed lag models and its applications (Q5036968) (← links)
• Oracle model selection for correlated data via residuals (Q5076884) (← links)
• Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (Q5086189) (← links)
• Model selection for time series with nonlinear trend (Q5104523) (← links)
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation (Q5107502) (← links)
• On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)