scientific article; zbMATH DE number 4104198
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Cited in
(80)- Quantile regression in partially linear varying coefficient models
- Edgeworth expansions for studentized and prepivoted sample quantiles
- Estimating densities, quantiles, quantile densities and density quantiles
- Unified estimators of smooth quantile and quantile density functions
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Estimation and testing for time-varying quantile single-index models with longitudinal data
- Time-varying quantile single-index model for multivariate responses
- A fast imputation algorithm in quantile regression
- The median is the message: toward the Fréchet median
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Limit distributions of Studentized means.
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- A two-stage rank test using density estimation
- Direct use of regression quantiles to construct confidence sets in linear models
- Improved confidence intervals for quantiles
- An accurate, non-iterative approximation for studentized range quantiles
- Copula and composite quantile regression-based estimating equations for longitudinal data
- Quantile inference for nonstationary processes with infinite variance innovations
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- A plug-in bandwidth selector for nonparametric quantile regression
- Marginal quantile regression for varying coefficient models with longitudinal data
- Conditional quantile processes based on series or many regressors
- Panel data quantile regression with grouped fixed effects
- Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
- Composite change point estimation for bent line quantile regression
- GEE analysis for longitudinal single-index quantile regression
- Hypothesis testing for regional quantiles
- Testing for structural change in regression quantiles
- The distribution and cumulants of a studentised statistic
- On using the jackknife to estimate quantile variance
- Asymptotic normality of Powell's kernel estimator
- Uncertainty in historical value-at-risk: an alternative quantile-based risk measure
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- Fractional order statistic approximation for nonparametric conditional quantile inference
- Improving linear quantile regression for replicated data
- Partial identification of functionals of the joint distribution of ``potential outcomes
- Constrained quantile regression and heteroskedasticity
- QUANTILE DOUBLE AUTOREGRESSION
- Quantile-regression inference with adaptive control of size
- Improved transformation-based quantile regression
- Focused information criterion and model averaging based on weighted composite quantile regression
- Nonstationary nonlinear quantile regression
- Evaluation of a three-step method for choosing the number of bootstrap repetitions
- Composite quantile estimation for kink model with longitudinal data
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
- Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
- Discussion
- S&P 500 volatility, volatility regimes, and economic uncertainty
- Semiparametric function-on-function quantile regression model with dynamic single-index interactions
- A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression
- Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression
- A joint quantile and expected shortfall regression framework
- Distribution-free confidence intervals for the standardized median
- Estimation and inference in functional varying-coefficient single-index quantile regression models
- Smoothing Quantile Regressions
- Estimation and Inference for Multi-Kink Quantile Regression
- Profile composite quantile regression and variable selection for longitudinal data single-index models
- Dynamic Network Quantile Regression Model
- Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk
- A bootstrap approach to hypothesis testing in least absolute value regression
- Communication-efficient and distributed-oracle estimation for high-dimensional quantile regression
- Inference on outcome distribution and quantile functions with missing data, by quantile imputation, probability weighting, and doubly robust estimators
- Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity
- Global test for covariate significance in quantile regression
- Nonparametric bootstrap confidence sets for the quantile ratio
- A smoothed bootstrap estimator for a Studentized sample quantile
- Iterative weighted LAD estimation with homoskedasticity testing using the Gini concentration index
- Nearly root-\(n\) approximation for regression quantile processes
- Broken-stick quantile regression model with multiple change points
- Inference on linear quantile regression with dyadic data
- Estimation and testing for varying-coefficient single-index quantile regression models
- A first-stage representation for instrumental variables quantile regression
- Bayesian quantile regression for partially linear single-index model with longitudinal data
- Self-normalized quantile empirical saddlepoint approximation
- A practitioner’s guide to panel data quantile regression
- Adaptive Huber-type smoothing algorithm for change point detection in quantile regression
- On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
- Quantile cointegration in the autoregressive distributed-lag modeling framework
- Smoothing combined estimating equations in quantile regression for longitudinal data
- Efficient M-estimators with auxiliary information
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