Pages that link to "Item:Q918594"
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The following pages link to Kernel and nearest-neighbor estimation of a conditional quantile (Q918594):
Displayed 50 items.
- Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- Conditional quantile estimation through optimal quantization (Q464580) (← links)
- Nonparametric estimation of a maximum of quantiles (Q489179) (← links)
- Fractional order statistic approximation for nonparametric conditional quantile inference (Q503574) (← links)
- Local linear spatial quantile regression (Q605017) (← links)
- A convergent algorithm for quantile regression with smoothing splines (Q672955) (← links)
- Exactly what is being modelled by the systematic component in a heteroscedastic linear regression (Q806931) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Asymptotic properties of a conditional quantile estimator with randomly truncated data (Q1000581) (← links)
- Semiparametric quantile modelling of hierarchical data (Q1034286) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression (Q1126090) (← links)
- Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760) (← links)
- Robust nonparametrics in mixed-MANOCOVA models (Q1298985) (← links)
- Bootstrapping quantiles in a fixed design regression model with censored data (Q1299478) (← links)
- Conditional empirical, quantile and difference processes for a large class of time series with applications (Q1330216) (← links)
- Regression rank scores estimation in ANOCOVA (Q1354389) (← links)
- On average derivative quantile regression (Q1359420) (← links)
- Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles (Q1361629) (← links)
- Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
- Conditional quantile estimation based on optimal quantization: from theory to practice (Q1663189) (← links)
- Estimation of quantile oriented sensitivity indices (Q1698261) (← links)
- A note on the asymptotic behavior of conditional extremes (Q1907904) (← links)
- Maximal type test statistics based on conditional processes (Q1918455) (← links)
- Efficient simulation of complete and censored samples from common bivariate exponential distributions (Q2259331) (← links)
- Adaptive quantile regression with precise risk bounds (Q2361010) (← links)
- On weighted and locally polynomial directional quantile regression (Q2403398) (← links)
- A strong uniform convergence rate of kernel conditional quantile estimator under random censorship (Q2489867) (← links)
- \(M\)-cross-validation in local median estimation (Q2505408) (← links)
- Local bilinear multiple-output quantile/depth regression (Q2515505) (← links)
- Approximating conditional distribution functions using dimension reduction (Q2569246) (← links)
- Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality (Q2796935) (← links)
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS (Q3408514) (← links)
- Conditional quantile estimation by local logistic regression (Q3426256) (← links)
- Estimation of conditional quantile density function (Q3432415) (← links)
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series (Q3532761) (← links)
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS (Q3632414) (← links)
- Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence (Q4470115) (← links)
- Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression (Q4470117) (← links)
- Efficient estimation in local parametric regression analysis (Q4541665) (← links)
- Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors (Q4923215) (← links)
- Quantile regression when the covariates are functions (Q5717559) (← links)
- Asymptotic consistency of median regression trees (Q5928933) (← links)
- Two-stage rank estimation of quantile index models (Q5928975) (← links)
- Two-step estimation of semiparametric censored regression models (Q5939170) (← links)
- On estimating conditional quantiles and distribution functions. (Q5958475) (← links)
