Pages that link to "Item:Q4222481"
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The following pages link to Statistical inference on heteroscedastic models based on regression quantiles (Q4222481):
Displaying 9 items.
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- On monotonicity of regression quantile functions (Q935829) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder). (Q1431151) (← links)
- Asymptotics for <i>L</i><sub>1</sub>‐estimators of regression parameters under heteroscedasticityY (Q4944640) (← links)
- Constrained quantile regression and heteroskedasticity (Q5078825) (← links)
- Rank score and permutation testing alternatives for regression quantile estimates (Q5290899) (← links)
- Conformal Prediction: A Gentle Introduction (Q5885998) (← links)
- Nonparametric inference on smoothed quantile regression process (Q6111522) (← links)
