A predictive leverage statistic for quantile regression with measurement errors
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Cites work
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- Composite quantile regression and the oracle model selection theory
- Corrected-loss estimation for quantile regression with covariate measurement errors
- Efficient estimation and variable selection for infinite variance autoregressive models
- Exactly computing bivariate projection depth contours and median
- Influence analysis of non-Gaussianity by applying projection pursuit
- Instrumental Variable Treatment of Nonclassical Measurement Error Models
- Leverage, residual, and interaction diagnostics for subsets of cases in least squares regression
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- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Measurement Error in Nonlinear Models
- Multiple case high leverage diagnosis in regression quantiles
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- QUANTILE REGRESSION WITH MISMEASURED COVARIATES
- Quantile regression for recurrent gap time data
- Quantile regression with measurement error
- Regression Quantiles
- Testing in linear composite quantile regression models
- The Distribution of Products of Beta, Gamma and Gaussian Random Variables
- The Hat Matrix in Regression and ANOVA
- Two step composite quantile regression for single-index models
- Weighted composite quantile estimation and variable selection method for censored regression model
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