Regression Quantiles - MaRDI portal

Cited In (only showing first 100 items - show all)

Quantile regression under random censoring.
The effect of school quality on student performance: A quantile regression approach
Bayesian Lasso binary quantile regression
Brq: an R package for Bayesian quantile regression
On methods of sieves and penalization
Regression on quantile residual life
Expectiles and \(M\)-quantiles are quantiles
New link functions for distribution-specific quantile regression based on vector generalized linear and additive models
On average derivative quantile regression
Limiting distributions for \(L_1\) regression estimators under general conditions
A comparison of local constant and local linear regression quantile estimators
An MCMC approach to classical estimation.
Quantile regression models with factor‐augmented predictors and information criterion
Smoothed quantile regression processes for binary response models
Bayesian quantile regression using random B-spline series prior
Bayesian non-parametric simultaneous quantile regression for complete and grid data
Dynamic quantile linear models: a Bayesian approach
Analyzing stochastic computer models: a review with opportunities
Bayesian quantile regression for longitudinal studies with nonignorable missing data
Extremal quantile regression
Conjugate priors and variable selection for Bayesian quantile regression
Modeling adverse birth outcomes via confirmatory factor quantile regression
Jackknife model averaging for quantile regressions
Quantile regression for longitudinal data
Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
Relating quantiles and expectiles under weighted-symmetry
Bayesian quantile regression for parametric nonlinear mixed effects models
Parametric modeling of quantile regression coefficient functions with longitudinal data
Restricted regression quantiles
Heavy tail index estimator through weighted least-squares rank regression
Network quantile autoregression
What do mean impacts miss? Distributional effects of corporate diversification
\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Design-based estimation for geometric quantiles with application to outlier detection
Nonparametric identification in panels using quantiles
Set identification of the censored quantile regression model for short panels with fixed effects
Kernel density regression
Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity
Unit root quantile autoregression testing using covariates
Conditional quantiles and tail dependence
Multilevel quantile function modeling with application to birth outcomes
Local quantile regression
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
Median Regression with Censored Cost Data
Nonparametric C- and D-vine-based quantile regression
Parametric modeling of quantile regression coefficient functions
Non-Crossing Non-Parametric Estimates of Quantile Curves
Laplace regression with censored data
Copula-based nonlinear quantile autoregression
Linear quantile mixed models
Clusters of effects curves in quantile regression models
D-vine copula based quantile regression
A penalized approach to covariate selection through quantile regression coefficient models
Asymmetric least squares regression estimation: A nonparametric approach^∗
Fast censored linear regression
Quantile calculus and censored regression
A simple approach to quantile regression for panel data
Quasi-maximum likelihood estimation for conditional quantiles
Quantile residual life regression based on semi-competing risks data
Heterogeneous impacts in PROGRESA
Flexible parametric quantile regression model
Improving the value at risk forecasts: theory and evidence from the financial crisis
Quantile regression models for current status data
Gibbs sampling methods for Bayesian quantile regression
Bayesian Approaches to Shrinkage and Sparse Estimation
Prediction of time series by statistical learning: general losses and fast rates
Quantile cointegration in the autoregressive distributed-lag modeling framework
Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
Smoothed quantile regression for censored residual life
Estimation of copula-based semiparametric time series models
Smoothly mixing regressions
Instrumental quantile regression inference for structural and treatment effect models
Quantile cointegrating regression
Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
Expectile and quantile regression—David and Goliath?
Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models
Variance estimation in censored quantile regression via induced smoothing
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
Asymptotics for panel quantile regression models with individual effects
Bayesian quantile regression
Quantile composite-based path modeling
Single-index quantile regression
Local polynomial expectile regression
Nonparametric multiple expectile regression via ER-Boost
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
Set identification via quantile restrictions in short panels
Censored quantile regression for residual lifetimes
Bayesian structured additive distributional regression with an application to regional income inequality in Germany
Censored regression quantiles
Variable selection in high-dimensional quantile varying coefficient models
Robust estimators for simultaneous equations models
Predictive quantile regression with persistent covariates: IVX-QR approach
Nonlinear Quantile Regression Estimation of Longitudinal Data
Bayesian empirical likelihood for quantile regression
Bayesian inference for additive mixed quantile regression models
Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
Some asymptotic results on bivariate quantile splines
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
Generalized system identification with stable spline kernels
\(M\)-estimation, convexity and quantiles

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