Pages that link to "Item:Q5475000"
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The following pages link to Inference on the Quantile Regression Process (Q5475000):
Displayed 14 items.
- Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
- Asymptotics of the regression quantile basic solution under misspecification. (Q834019) (← links)
- Conditional growth charts. (With discussion and rejoinder) (Q869963) (← links)
- Goodness-of-fit problem for errors in nonparametric regression: distribution free approach (Q1043735) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example (Q2489494) (← links)
- Statistical inference in the presence of heavy tails (Q2895996) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
- Copula-based nonlinear quantile autoregression (Q3406053) (← links)
- Median Regression Models for Longitudinal Data with Dropouts (Q3637017) (← links)
- The Two-Piece Normal-Laplace Distribution (Q4648661) (← links)
- ARCH tests and quantile regressions (Q4826350) (← links)