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Cited in
(only showing first 100 items - show all)- Measuring Granger Causality in Quantiles
- Single-Index-Based CoVaR With Very High-Dimensional Covariates
- Nonlinear dimension reduction for conditional quantiles
- Estimation for time-varying coefficient smoothed quantile regression
- Kernel smoothed prediction intervals for ARMA models
- The adaptive L1-penalized LAD regression for partially linear single-index models
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
- Robust estimation of nonparametric function via addition sequence
- Consistency of a nonparametric conditional mode estimator for random fields
- Efficient estimation in local parametric regression analysis
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Single index quantile regression for heteroscedastic data
- Asymptotics of nonparametric L-1 regression models with dependent data
- Extremal local linear quantile regression for nonlinear dependent processes
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction
- Dimension reduction techniques for conditional expectiles
- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
- Self-organizing map visualizing conditional quantile functions with multidimensional covariates
- Conditional quantile estimation by local logistic regression
- Nonparametric estimation of conditional VaR and expected shortfall
- Adaptively weighted kernel regression
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
- A comparison of local constant and local linear regression quantile estimators
- A nonparametric measure of heteroskedasticity
- Semiparametric quantile regression using family of quantile-based asymmetric densities
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- GEE analysis for longitudinal single-index quantile regression
- Improved double kernel local linear quantile regression
- Nonparametric inference on smoothed quantile regression process
- A simple nonparametric conditional quantile estimator for time series with thin tails
- Graphical procedures for evaluating overall and subject-specific incremental values from new predictors with censored event time data
- Local linear spatial quantile regression
- Conditional quantile estimation through optimal quantization
- Bayesian non-parametric simultaneous quantile regression for complete and grid data
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
- Adaptive weighted Nadaraya–Watson estimation of the conditional quantiles by varying bandwidth
- Estimation of the envelope of a point set with loose boundaries
- Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields
- Calculus of the estimators of linear quantile regression by the method ACCPM
- Identification and estimation in quantile varying-coefficient models with unknown link function
- The conditional breakdown properties of least absolute value local polynomial estimators
- Quantile regression using RJMCMC algorithm
- Expansion for moments of regression quantiles with applications to nonparametric testing
- Wasserstein-Fréchet integration of conditional distributions
- Bootstrap confidence bands and partial linear quantile regression
- scientific article; zbMATH DE number 7408843 (Why is no real title available?)
- Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
- scientific article; zbMATH DE number 6501070 (Why is no real title available?)
- Semiparametric quantile modelling of hierarchical data
- Local linear quantile estimation for nonstationary time series
- Deep support vector quantile regression with non-crossing constraints
- Bayesian non-crossing quantile regression for regularly varying distributions
- Local partitioned quantile regression
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Tail dimension reduction for extreme quantile estimation
- Variable selection in the single-index quantile regression model with high-dimensional covariates
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Nonparametric estimation and inference on conditional quantile processes
- Learning Multiple Quantiles With Neural Networks
- Binary quantile regression and variable selection: a new approach
- Quantile regression with varying coefficients
- Nonparametric quantile regression for time series with replicated observations and its application to climate data
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
- Two-piece distribution based semi-parametric quantile regression for right censored data
- The Lee-Carter quantile mortality model
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Approximating conditional density functions using dimension reduction
- Quantile regression under truncated, censored and dependent assumptions
- A variant of \(K\) nearest neighbor quantile regression
- Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
- Kernel density regression
- On semiparametric mode regression estimation
- On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median
- Nonparametric prediction by conditional median and quantiles
- Extreme quantile regression for tail single-index varying-coefficient models
- On spline estimators and prediction intervals in nonparametric regression.
- Efficient estimation of quantiles in missing data models
- Inference for single-index quantile regression models with profile optimization
- Vector quantile regression: an optimal transport approach
- Estimation of conditional quantiles from data with additional measurement errors
- Asymptotically efficient estimation of the conditional expected shortfall
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Non-separable models with high-dimensional data
- Cross-validating fit and predictive accuracy of nonlinear quantile regressions
- Quantile regression in partially linear varying coefficient models
- A nonparametric approach for quantile regression
- An estimator of a conditional quantile in the presence of auxiliary information
- Time-Varying Functional Regression for Predicting Remaining Lifetime Distributions from Longitudinal Trajectories
- Significance testing in quantile regression
- High-throughput data analysis in behavior genetics
- Variable selection in heteroscedastic single-index quantile regression
- Comment on ``Local quantile regression
- Local quantile regression
- Quantile regression under local misspecification
- Comparing conditional quantile curves
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
- Geographically weighted quantile regression for count data
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