Pages that link to "Item:Q930648"
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The following pages link to Composite quantile regression and the oracle model selection theory (Q930648):
Displaying 50 items.
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- Penalized weighted composite quantile estimators with missing covariates (Q259661) (← links)
- Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- Weighted composite quantile regression for single-index models (Q276965) (← links)
- Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
- Bayesian regularized regression based on composite quantile method (Q287904) (← links)
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood (Q288264) (← links)
- Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
- Estimation of linear composite quantile regression using EM algorithm (Q310670) (← links)
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
- Empirical likelihood test for high-dimensional two-sample model (Q313106) (← links)
- Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
- Robust reduced-rank modeling via rank regression (Q338394) (← links)
- Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data (Q386299) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- Composite hierachical linear quantile regression (Q403443) (← links)
- Weighted composite quantile estimation and variable selection method for censored regression model (Q419199) (← links)
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data (Q419227) (← links)
- Bayesian empirical likelihood for quantile regression (Q447855) (← links)
- Single-index composite quantile regression (Q457304) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- Estimation and test procedures for composite quantile regression with covariates missing at random (Q464458) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- Weighted local linear CQR for varying-coefficient models with missing covariates (Q497864) (← links)
- Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
- Composite quantile regression for single-index models with asymmetric errors (Q736595) (← links)
- Shrinkage estimation of varying covariate effects based on quantile regression (Q746335) (← links)
- Penalized regression across multiple quantiles under random censoring (Q746873) (← links)
- Local Walsh-average regression (Q765825) (← links)
- Robust estimation of nonparametric function via addition sequence (Q827000) (← links)
- Robust variable selection with exponential squared loss for the spatial autoregressive model (Q829731) (← links)
- Hypothesis testing of varying coefficients for regional quantiles (Q830106) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
- The quantile process under random censoring (Q893069) (← links)
- Improving estimation efficiency in quantile regression with longitudinal data (Q894786) (← links)
- Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968) (← links)
- Composite quantile regression and the oracle model selection theory (Q930648) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Interquantile shrinkage and variable selection in quantile regression (Q1615197) (← links)
- Composite quantile regression estimation for left censored response longitudinal data (Q1617021) (← links)
- Robust and efficient estimation with weighted composite quantile regression (Q1619607) (← links)
- Estimation and variable selection for partially functional linear models (Q1622116) (← links)
- Transformation-based estimation (Q1623639) (← links)
- An efficient and robust variable selection method for longitudinal generalized linear models (Q1623741) (← links)
- Robust empirical likelihood for partially linear models via weighted composite quantile regression (Q1643001) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
