Regression Quantiles - MaRDI portal

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A smooth block bootstrap for quantile regression with time series
Smoothing Quantile Regressions
An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression
Estimation and inference for multikink expectile regression with longitudinal data
Conformal Prediction: A Gentle Introduction
Nonlinear dimension reduction for conditional quantiles
Quantile regression analysis of the Italian school system
On elliptical quantiles in the quantile regression setup
Nonparametric LAD cointegrating regression
Quantile regression analysis of case-cohort data
An efficient model-free estimation of multiclass conditional probability
Total variation time flow with quantile regression for image restoration
Regression-type analysis for multivariate extreme values
A note on self-weighted quantile estimation for infinite variance quantile autoregression models
Q-convergence with interquartile ranges
On a log-symmetric quantile tobit model applied to female labor supply data
Nonparametric depth and quantile regression for functional data
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
A fast and efficient implementation of qualitatively constrained quantile smoothing splines
Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
Bayesian bridge quantile regression
Adaptive choice of trimming proportion in trimmed least-squares estimation.
Kernel smoothed prediction intervals for ARMA models
Quantile regression under random censoring.
Regression quantiles and trimmed least squares estimator in the nonlinear regression model
A runoff probability density prediction method based on B-spline quantile regression and kernel density estimation
Median regression from twice censored data
Robust estimation of nonparametric function via addition sequence
The effect of school quality on student performance: A quantile regression approach
Robust estimation for spatial semiparametric varying coefficient partially linear regression
Some pathological regression asymptotics under stable conditions
Median regression model with interval censored data
Asymptotic behaviour of nonparametric conditional quantile estimates for time series
Regularization of case-specific parameters for robustness and efficiency
A gradient search maximization algorithm for the asymmetric Laplace likelihood
Measure of location-based estimators in simple linear regression
Quantile selection in non-linear GMM quantile models
Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines
The estimating function bootstrap
Quantile regression for large-scale data via sparse exponential transform method
Quantile estimation of stochastic frontier models with the normal-half normal specification: a cumulative distribution function approach
Multiple imputation for bounded variables
Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
Measuring contagion of subprime crisis based on MVMQ-CAViaR method
Robust regression using biased objectives
Regression-quantile graduation of Australian life tables, 1946-1992
Asymptotic distributions of the maximal depth estimators for regression and multivariate location
Instrumental variable quantile regression: a robust inference approach
\(M\)-estimation of linear models with dependent errors
Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Communication-efficient distributed estimation of partially linear additive models for large-scale data
Forecasting trade durations via ACD models with mixture distributions
Globally adaptive quantile regression with ultra-high dimensional data
Testing rank similarity in the local average treatment effects model
A weighted quantile regression for left-truncated and right-censored data
Bayesian Lasso binary quantile regression
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning
Event count estimation
Modeling tail risks of inflation using unobserved component quantile regressions
The global weighted lad estimators for finite/infinite variance ARMA\((p,q)\) models
An adapted loss function for censored quantile regression
A new estimation method for continuous threshold expectile model
Migration and students' performance: detecting geographical differences following a curves clustering approach
Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution
Inconsistency transmission and variance reduction in two-stage quantile regression
Stock return predictability: a factor-augmented predictive regression system with shrinkage method
Estimation and variable selection of quantile partially linear additive models for correlated data
Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression
Nonparametric quantile scalar-on-image regression
Joint modelling of quantile regression for longitudinal data with information observation times and a terminal event
Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP
Locally adaptive sparse additive quantile regression model with TV penalty
Single index quantile regression for heteroscedastic data
Reweighted least trimmed squares: an alternative to one-step estimators
Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
Asymptotics of nonparametric L-1 regression models with dependent data
Semi-parametric modelling of temperature records
\(K\)-expectiles clustering
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
On methods of sieves and penalization
Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
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
Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
Simultaneous fitting of Bayesian penalised quantile splines
Forward variable selection for ultra-high dimensional quantile regression models
Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models
Dimension reduction techniques for conditional expectiles
Nonparametric estimation of expectile regression in functional dependent data
Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models
Critical value functions for likelihood-ratio tests for normality
Brq: an R package for Bayesian quantile regression
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
Penalized weighted composite quantile estimators with missing covariates
Bayesian joint-quantile regression
Averaged extreme regression quantile
A weighted quantile regression for randomly truncated data
ADMM for High-Dimensional Sparse Penalized Quantile Regression
Robust efficient method of moments

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