Asymptotic behavior of regression quantiles in non-stationary, dependent cases
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Cites work
- scientific article; zbMATH DE number 3907602 (Why is no real title available?)
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- Adaptive \(L\)-estimation for linear models
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- Regression Quantiles
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Cited in
(40)- On monotonicity of regression quantile functions
- Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables
- Discussion of ``Local quantile regression
- Predictive quantile regressions under persistence and conditional heteroskedasticity
- Local linear spatial quantile regression
- Quantile regression models with factor‐augmented predictors and information criterion
- Fitting censored quantile regression by variable neighborhood search
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Consistency of a nonparametric conditional quantile estimator for random fields
- Asymptotics of the regression quantile basic solution under misspecification.
- Network quantile autoregression
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields
- Quasi-maximum likelihood estimation for conditional quantiles
- Efficient estimation in dynamic conditional quantile models
- Dynamic quantile models
- Tests of linear hypotheses based on regression rank scores
- Inconsistency transmission and variance reduction in two-stage quantile regression
- Asymptotics for argmin processes: convexity arguments
- Gradient-based structural change detection for nonstationary time series M-estimation
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
- ARCH tests and quantile regressions
- Local asymptotics for quantile smoothing splines
- Asymptotic properties of a particular nonlinear regression quantile estimation.
- Extremal quantile regression
- Direct use of regression quantiles to construct confidence sets in linear models
- Asymptotic Behavior of the Number of Regression Quantile Breakpoints
- Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes.
- Finite sample inference for quantile regression models
- Extreme quantile regression for tail single-index varying-coefficient models
- ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
- Optimal tests for autoregressive models based on autoregression rank scores
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
- Restricted regression quantiles
- scientific article; zbMATH DE number 806584 (Why is no real title available?)
- Neural Networks for Partially Linear Quantile Regression
- Instrumental variable quantile regression: a robust inference approach
- Instrumental quantile regression inference for structural and treatment effect models
- Quantile autoregression for censored data
- Regression quantiles for unstable autoregressive models
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