A note on L-estimates for linear models
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Cites work
- scientific article; zbMATH DE number 3271181 (Why is no real title available?)
- On Some Useful "Inefficient" Statistics
- On some analogues to linear combinations of order statistics in the linear model
- Regression Quantiles
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Trimmed Least Squares Estimation in the Linear Model
Cited in
(46)- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
- Bayesian joint-quantile regression
- Scoring predictions at extreme quantiles
- Adaptively weighted kernel regression
- Hypothesis testing for ARCH models: a multiple quantile regressions approach
- A note on reduction of the number of parameters in linear statistical models
- Quantile regression for rating teams
- Quantile regression for longitudinal data
- Estimation of high conditional quantiles for heavy-tailed distributions
- Robust estimation of a location parameter with the integrated Hogg function
- Bayesian quantile regression for parametric nonlinear mixed effects models
- Restricted regression quantiles
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
- Robust estimation of derivatives using locally weighted least absolute deviation regression
- Variable selection via composite quantile regression with dependent errors
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Composite expectile estimation in partial functional linear regression model
- Composite change point estimation for bent line quantile regression
- Enhancing response predictions with a joint Gaussian process model for stochastic simulation models
- Adaptive composite quantile regressions and their asymptotic relative efficiency
- scientific article; zbMATH DE number 775733 (Why is no real title available?)
- A Multilevel Simulation Optimization Approach for Quantile Functions
- A general quantile function model for economic and financial time series
- scientific article; zbMATH DE number 3856234 (Why is no real title available?)
- Efficient Estimation for Models With Nonlinear Heteroscedasticity
- Linear double autoregression
- Estimation of non-crossing quantile regression curves
- GMM quantile regression
- Efficient estimation for time-varying coefficient longitudinal models
- An effective method to reduce the computational complexity of composite quantile regression
- Adaptive quantile regressions for massive datasets
- Unified Noncrossing Multiple Quantile Regressions Tree
- scientific article; zbMATH DE number 809188 (Why is no real title available?)
- Expectile and quantile regression—David and Goliath?
- Asymptotics for panel quantile regression models with individual effects
- Group penalized quantile regression
- Inference for high-dimensional varying-coefficient quantile regression
- Inference in functional linear quantile regression
- Composite versus model-averaged quantile regression
- scientific article; zbMATH DE number 1053779 (Why is no real title available?)
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
- A note on the efficiency of composite quantile regression
- One-step L-estimators for the linear model
- A quantile survival model for censored data
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