The following pages link to Regression Quantiles (Q4151032):
Displayed 50 items.
- A note on L-estimates for linear models (Q580842) (← links)
- n\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\) (Q749083) (← links)
- Sequential estimation in regression models using analogues of trimmed means (Q753363) (← links)
- Regression quantiles and trimmed least squares estimator in the nonlinear regression model (Q804171) (← links)
- A p-subset property of \(L_ 1\) and regression quantile estimates (Q804175) (← links)
- A property of the observations fit by the extreme regression quantiles (Q804176) (← links)
- Exactly what is being modelled by the systematic component in a heteroscedastic linear regression (Q806931) (← links)
- Asymptotic relations between L- and M-estimators in the linear model (Q808576) (← links)
- Kernel smoothed prediction intervals for ARMA models (Q819422) (← links)
- Forecasting daily supermarket sales using exponentially weighted quantile regression (Q857373) (← links)
- Using quantile regression for duration analysis (Q862783) (← links)
- Conditional growth charts. (With discussion and rejoinder) (Q869963) (← links)
- Hierarchical linear regression models for conditional quantiles (Q870725) (← links)
- Robust estimation based on grouped-adjusted data in linear regression models (Q909394) (← links)
- A longitudinal study of the effects of family background factors on mathematics achievements using quantile regression (Q925985) (← links)
- On monotonicity of regression quantile functions (Q935829) (← links)
- Robust median estimator in logistic regression (Q951041) (← links)
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867) (← links)
- Testing for parameter stability in quantile regression models (Q952875) (← links)
- Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
- Q-convergence with interquartile ranges (Q956472) (← links)
- GACV for quantile smoothing splines (Q959206) (← links)
- Self-organizing map visualizing conditional quantile functions with multidimensional covariates (Q959296) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions (Q959439) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence (Q997008) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions (Q1019455) (← links)
- Improving the computation of censored quantile regressions (Q1020790) (← links)
- Time-adaptive quantile regression (Q1023453) (← links)
- Censored depth quantiles (Q1023489) (← links)
- New normalization methods using support vector machine quantile regression approach in microarray analysis (Q1023756) (← links)
- Regularized simultaneous model selection in multiple quantiles regression (Q1023905) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Evaluating the ROC performance of markers for future events (Q1029793) (← links)
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator (Q1059977) (← links)
- Censored regression quantiles (Q1083825) (← links)
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator (Q1099547) (← links)
- Strong representations for LAD estimators in linear models (Q1116225) (← links)
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression (Q1126090) (← links)
- The effect of school quality on student performance: A quantile regression approach (Q1128600) (← links)
- Estimating the variance of the LAD regression coefficients. (Q1128617) (← links)
- Making mobility visible: a graphical device (Q1128796) (← links)
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293) (← links)
- Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760) (← links)
- Goal programming models and their duality relations for use in evaluating security portfolio and regression relations (Q1278699) (← links)
- Quantile splines with several covariates (Q1298975) (← links)
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)