Pages that link to "Item:Q5475000"
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The following pages link to Inference on the Quantile Regression Process (Q5475000):
Displayed 50 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Linear quantile mixed models (Q111690) (← links)
- Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
- Instrumental quantile regression inference for structural and treatment effect models (Q291713) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Dynamic quantile models (Q299276) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Robust penalized quantile regression estimation for panel data (Q736536) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← 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)
- Distribution free testing for conditional distributions given covariates (Q1687241) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Weak convergence of local quantile treatment effect processes (Q1787230) (← links)
- A conversation with Estate V. Khmaladze (Q1790355) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- Causal inference by quantile regression kink designs (Q2000835) (← links)
- Quantile regression methods for first-price auctions (Q2074589) (← links)
- How do mobility restrictions and social distancing during COVID-19 affect oil price? (Q2136047) (← links)
- GMM quantile regression (Q2172015) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- Quantile selection in non-linear GMM quantile models (Q2208865) (← links)
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification (Q2272871) (← links)
- Editorial: Quantile regression (Q2330743) (← links)
- Partial identification of the treatment effect distribution and its functionals (Q2330753) (← links)
- Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← links)
- Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion (Q2343759) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Sheep in wolf's clothing: using the least squares criterion for quantile estimation (Q2345265) (← links)
- Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example (Q2489494) (← links)
- Estimating and testing a quantile regression model with interactive effects (Q2512602) (← links)
- Optimal smoothing in nonparametric conditional quantile derivative function estimation (Q2516320) (← links)
- Local structural quantile effects in a model with a nonseparable control variable (Q2628834) (← links)
- Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
- Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← 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)
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes (Q3304840) (← links)
- Copula-based nonlinear quantile autoregression (Q3406053) (← links)
- Median Regression Models for Longitudinal Data with Dropouts (Q3637017) (← links)