Limiting distributions for L₁ regression estimators under general conditions
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- scientific article; zbMATH DE number 3874414 (Why is no real title available?)
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- Jackknife model averaging for quantile regressions
- Weighted composite quantile estimation and variable selection method for censored regression model
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data
- Generalised bootstrap in non-regular M-estimation problems
- Regularized LIML for many instruments
- Quantile regression for longitudinal data
- Quantile regression models with factor‐augmented predictors and information criterion
- Quantile regression for single-index-coefficient regression models
- Semi-functional partial linear quantile regression
- Generalized bootstrap for estimators of minimizers of convex functions
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- Strong oracle optimality of folded concave penalized estimation
- Variable selection in high-dimensional quantile varying coefficient models
- Composite quantile regression and variable selection in single-index coefficient model
- Quasi-maximum likelihood estimation for conditional quantiles
- Estimation and variable selection in single-index composite quantile regression
- Smoothed quantile regression for panel data
- An Overview of Asymptotic Properties ofLpRegression Under General Classes of Error Distributions
- Composite quantile regression estimation of linear error-in-variable models using instrumental variables
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- Quantile regression and variable selection of single-index coefficient model
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- Variable selection of the quantile varying coefficient regression models
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
- Single-index composite quantile regression
- M-estimation in linear models under nonstandard conditions.
- Quantile cointegration in the autoregressive distributed-lag modeling framework
- Model averaging for semiparametric varying coefficient quantile regression models
- Extremal quantile regression
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp
- Quantile regression and variable selection for the single-index model
- Estimating structural changes in regression quantiles
- Composite quantile regression for massive datasets
- Quantile periodograms
- Estimation and test procedures for composite quantile regression with covariates missing at random
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
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- Robust penalized quantile regression estimation for panel data
- Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data
- Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators
- Weighted composite quantile regression with censoring indicators missing at random
- Variable selection via composite quantile regression with dependent errors
- Asymptotics for panel quantile regression models with individual effects
- Weighted composite quantile regression for single index model with missing covariates at random
- Testing linearity against threshold effects: uniform inference in quantile regression
- Local asymptotics for nonparametric quantile regression with regression splines
- LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Testing in linear composite quantile regression models
- Quantile regression and variable selection of partial linear single-index model
- Asymptotics for penalized spline estimators in quantile regression
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models
- An empirical likelihood approach to quantile regression with auxiliary information
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
- Robust direction identification and variable selection in high dimensional general single-index models
- Penalized weighted composite quantile estimators with missing covariates
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- Instrumental variable quantile regression: a robust inference approach
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
- Composite quantile regression and the oracle model selection theory
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- General \(M\)-estimation and its bootstrap
- Estimation of general semi-parametric quantile regression
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- Least absolute value regression: recent contributions
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors
- Optimal subsampling for composite quantile regression in big data
- Robust estimation of semiparametric transformation model for panel count data
- WLAD-LASSO method for robust estimation and variable selection in partially linear models
- Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies
- Predictive quantile regressions under persistence and conditional heteroskedasticity
- Envelope quantile regression
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- Causal inference by quantile regression kink designs
- Quantile regression for compositional covariates
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
- Bent-cable quantile regression model
- Adjusted extreme conditional quantile autoregression with application to risk measurement
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
- The moderate deviation principle for minimizers of convex processes
- Statistical inference for quantiles in the frequency domain
- Inference for spatial autoregressive models with infinite variance noises
- Group selection via adjusted weighted least absolute deviation regression
- Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model
- Robust communication-efficient distributed composite quantile regression and variable selection for massive data
- Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data
- Local composite quantile regression smoothing for Harris recurrent Markov processes
- Weighted quantile regression for longitudinal data using empirical likelihood
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