Pages that link to "Item:Q5438200"
From MaRDI portal
The following pages link to SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (Q5438200):
Displaying 50 items.
- Smoothed quantile regression for censored residual life (Q98524) (← links)
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Variance estimation in censored quantile regression via induced smoothing (Q433236) (← links)
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- Bayesian empirical likelihood for quantile regression (Q447855) (← links)
- Empirical likelihood for density-weighted average derivatives (Q451508) (← links)
- Empirical likelihood for quantile regression models with response data missing at random (Q521584) (← links)
- A review on empirical likelihood methods for regression (Q619114) (← links)
- Empirical likelihood for quantile regression models with longitudinal data (Q622464) (← links)
- An empirical likelihood approach to quantile regression with auxiliary information (Q654462) (← links)
- Adjusted empirical likelihood models with estimating equations for accelerated life tests (Q710762) (← links)
- Combining least-squares and quantile regressions (Q719480) (← links)
- Quantile regression and its empirical likelihood with missing response at random (Q725686) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
- Smoothed empirical likelihood for quantile regression models with response data missing at random (Q1622098) (← links)
- A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288) (← links)
- Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information (Q1731265) (← links)
- Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
- Generalized indirect inference for discrete choice models (Q1754519) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Weighted quantile regression for censored data with application to export duration data (Q2010788) (← links)
- Smoothed tensor quantile regression estimation for longitudinal data (Q2101389) (← links)
- Scalable estimation and inference for censored quantile regression process (Q2105200) (← links)
- Jackknife empirical likelihood based inference for probability weighted moments (Q2131974) (← links)
- Smoothed partially linear quantile regression with nonignorable missing response (Q2151592) (← links)
- Multi-round smoothed composite quantile regression for distributed data (Q2164793) (← links)
- Quantile regression under memory constraint (Q2284373) (← links)
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Empirical likelihood for composite quantile regression modeling (Q2346499) (← links)
- Specification analysis of linear quantile models (Q2512617) (← links)
- Smoothed quantile regression with large-scale inference (Q2682954) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
- Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information (Q4563514) (← links)
- Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data (Q5044092) (← links)
- High-dimensional Varying Index Coefficient Quantile Regression Model (Q5066766) (← links)
- Smoothed quantile regression with nonignorable dropouts (Q5089725) (← links)
- Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data (Q5096670) (← links)
- EFFICIENT SEMIPARAMETRIC SEEMINGLY UNRELATED QUANTILE REGRESSION ESTIMATION (Q5411521) (← links)
- On Testing the Equality of Mean and Quantile Effects (Q5413559) (← links)
- Regression on Quantile Residual Life (Q5850970) (← links)
- Moment estimation for censored quantile regression (Q5861050) (← links)
- Testing for Granger-causality in quantiles (Q5862503) (← links)
- Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
- Improved multiple quantile regression estimation with nonignorable dropouts (Q6101004) (← links)
- A corrected Clarke test for model selection and beyond (Q6163272) (← links)
- Robust variable selection for the varying index coefficient models (Q6204701) (← links)
