Pages that link to "Item:Q738166"

The following pages link to Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166):

Displaying 43 items.

• Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method (Q268292) (← links)
• Quantile regression for single-index-coefficient regression models (Q273760) (← links)
• Local asymptotics for nonparametric quantile regression with regression splines (Q310674) (← links)
• Estimation and inference for varying coefficient partially nonlinear models (Q394115) (← links)
• Empirical likelihood for quantile regression models with response data missing at random (Q521584) (← links)
• Statistical inference for a varying-coefficient partially nonlinear model with measurement errors (Q670134) (← links)
• Quantile index coefficient model with variable selection (Q730423) (← links)
• Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
• Semiparametric estimation of varying trade elasticities in gravity (Q824002) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Smoothed empirical likelihood for quantile regression models with response data missing at random (Q1622098) (← links)
• Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random (Q1662031) (← links)
• Time-varying quantile single-index model for multivariate responses (Q1663105) (← links)
• A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
• Estimation for varying coefficient partially nonlinear models with distorted measurement errors (Q1726169) (← links)
• Efficient estimation in the partially linear quantile regression model for longitudinal data (Q1746542) (← links)
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
• A quantile correlated random coefficients panel data model (Q1792446) (← links)
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
• Efficient model selection in semivarying coefficient models (Q1950914) (← links)
• The \(k\)th power expectile regression (Q2046477) (← links)
• High-dimensional quantile varying-coefficient models with dimension reduction (Q2075035) (← links)
• Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
• Identification and estimation in quantile varying-coefficient models with unknown link function (Q2177722) (← links)
• Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
• Semiparametric quantile regression with random censoring (Q2304246) (← links)
• Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
• Quantile regression and variable selection for partially linear single-index models with missing censoring indicators (Q2317339) (← links)
• Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
• Non-separable models with high-dimensional data (Q2330742) (← links)
• Robust check loss-based inference of semiparametric models and its application in environmental data (Q2332669) (← links)
• Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← links)
• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
• GEE analysis for longitudinal single-index quantile regression (Q2407069) (← links)
• Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q2434140) (← links)
• Optimal smoothing in nonparametric conditional quantile derivative function estimation (Q2516320) (← links)
• Kumaraswamy regression model with Aranda-Ordaz link function (Q2665790) (← links)
• Bayesian empirical likelihood of quantile regression with missing observations (Q2696329) (← links)
• Statistical inference for a single-index varying coefficient model with measurement errors in all covariates (Q3390605) (← links)
• The distribution of rolling regression estimators (Q6108308) (← links)
• Model averaging for semiparametric varying coefficient quantile regression models (Q6173731) (← links)