Pages that link to "Item:Q488595"
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The following pages link to Variable selection in quantile regression when the models have autoregressive errors (Q488595):
Displayed 5 items.
- Quantile regression for linear models with autoregressive errors using EM algorithm (Q1729300) (← links)
- Identification of Wiener model with internal noise using a cubic spline approximation-Bayesian composite quantile regression algorithm (Q2290958) (← links)
- Likelihood-based quantile autoregressive distributed lag models and its applications (Q5036968) (← links)
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (Q5086189) (← links)
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation (Q5107502) (← links)