Nonparametric quantile estimations for dynamic smooth coefficient models
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- Nonparametric quantile estimations for dynamic smooth coefficient models
- Quantile regression for dynamic partially linear varying coefficient time series models
- Nonstationary nonlinear quantile regression
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Functional-coefficient models for nonstationary time series data
Cited in
(25)- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Estimation of general semi-parametric quantile regression
- Robust estimation for the varying coefficient partially nonlinear models
- Partial functional linear quantile regression
- Nonparametric inference for quantile cointegrations with stationary covariates
- Marginal quantile regression for varying coefficient models with longitudinal data
- Local linear quantile regression with truncated and dependent data
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Semiparametric varying-coefficient study of mean residual life models
- Local bilinear multiple-output quantile/depth regression
- Variable selection of the quantile varying coefficient regression models
- Single-index composite quantile regression
- Model selection for the localized mixture of experts models
- Cross-validating fit and predictive accuracy of nonlinear quantile regressions
- Robust variable selection for the varying coefficient model based on composite \(L_1\)-\(L_2\) regression
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Functional Response Quantile Regression Model
- Better nonparametric confidence intervals via robust bias correction for quantile regression
- Efficient estimation of varying coefficient models with serially correlated errors
- Proportional mean residual life model with varying coefficients for right censored data
- Quantile prediction with factor-augmented regression: structural instability and model uncertainty
- Exponential squared loss-Lasso: a sparse noise-resilient partially linear spatial autoregressive models
- Efficient quantile estimation for functional-coefficient partially linear regression models
- Local linear quantile estimation for nonstationary time series
- Quantile regression with varying coefficients
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