Regression Quantiles - MaRDI portal

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Robust GMM tests for structural breaks
Expectiles and M-quantiles are quantiles
Efficient semiparametric seemingly unrelated quantile regression estimation
Trimmed estimators in regression framework
Computing multiple-output regression quantile regions
Robust variable selection based on the random quantile LASSO
Influence Measures in Quantile Regression Models
Self-organizing map visualizing conditional quantile functions with multidimensional covariates
Conditional quantile estimation by local logistic regression
Estimation and variable selection for partially functional linear models
On average derivative quantile regression
Conditional empirical likelihood estimation and inference for quantile regression models
Conditional independence testing via weighted partial copulas
Simultaneous estimation for non-crossing multiple quantile regression with right censored data
A residual-based test for autocorrelation in quantile regression models
Nonparametric estimation of conditional VaR and expected shortfall
Direct and approximately valid probabilistic inference on a class of statistical functionals
A quantile regression perspective on external preference mapping
Adaptively weighted kernel regression
New link functions for distribution-specific quantile regression based on vector generalized linear and additive models
Random weighting estimation of confidence intervals for quantiles
Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
A comparison of local constant and local linear regression quantile estimators
Bivariate box plots based on quantile regression curves
Robust variable selection with exponential squared loss for the spatial autoregressive model
Hypothesis testing of varying coefficients for regional quantiles
Semiparametric quantile regression using family of quantile-based asymmetric densities
GEE analysis for longitudinal single-index quantile regression
Asymptotics of the regression quantile basic solution under misspecification.
Kolmogorov-Smirnov two-sample test based on regression rank scores.
An MCMC approach to classical estimation.
Limiting distributions for \(L_1\) regression estimators under general conditions
CVaR (superquantile) norm: stochastic case
Robust exponential squared loss-based estimation in semi-functional linear regression models
Bayesian quantile regression for longitudinal count data
An algorithm to find all regression quantiles
Partial possibilistic regression path modeling
Log‐symmetric quantile regression models
Codifference as a practical tool to measure interdependence
Improved double kernel local linear quantile regression
New normalization methods using support vector machine quantile regression approach in microarray analysis
Robust linear regression with broad distributions of errors
A two-stage procedure to pool information across quantile levels in linear quantile regression
Partially Functional Linear Quantile Regression With Measurement Errors
Inference for spatial autoregressive models with infinite variance noises
A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
Quantile regression models with factor‐augmented predictors and information criterion
Regression on quantile residual life
Some results on generalized regression quantiles
Nonparametric inference on smoothed quantile regression process
Approximately Valid and Model-Free Possibilistic Inference
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression
Two-parameter link functions, with applications to negative binomial, Weibull and quantile regression
Quantile benchmark dose estimation for continuous endpoints
A simple nonparametric conditional quantile estimator for time series with thin tails
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
Conditional quantile analysis for realized GARCH models
Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data
Bayesian composite quantile regression
Estimation in Nonparametric Regression with Non-Regular Errors
Doubly robust weighted composite quantile regression based on SCAD‐L₂
Parametric and semiparametric methods for mapping quantitative trait loci
Is there a return-risk link in education?
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
On the \(L_p\)-quantiles for the Student \(t\) distribution
Heteroscedastic BART via Multiplicative Regression Trees
MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK
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
Principal stratification for quantile causal effects under partial compliance
Heterogeneous quantile regression for longitudinal data with subgroup structures
Local linear spatial quantile regression
Bayesian Lasso-mixed quantile regression
On directional multiple-output quantile regression
Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions
Bent-cable quantile regression model
Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
A fast imputation algorithm in quantile regression
Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies
Retirement consumption puzzle in Malaysia: evidence from Bayesian quantile regression model
Conditional quantile estimation through optimal quantization
Single-index composite quantile regression
Quantile stochastic frontiers
Quantile stochastic frontier models with endogeneity
Causal inference for quantile treatment effects
Semiparametric modeling of multiple quantiles
Quantile estimation of the stochastic frontier model
Median regression analysis from data with left and right censored observations
Single-index Thresholding in Quantile Regression
Online learning for quantile regression and support vector regression
Bayesian quantile regression using random B-spline series prior
Bayesian non-parametric simultaneous quantile regression for complete and grid data
Elliptical multiple-output quantile regression and convex optimization
Smoothed quantile regression processes for binary response models
Nearly root-\(n\) approximation for regression quantile processes
Methods for Scalar‐on‐Function Regression
Conditional empirical likelihood for quantile regression models
A lack-of-fit test for quantile regression process models
Single-index quantile regression with left truncated data
Discovering optimally representative dynamical locations (ORDL) in big multivariate spatiotemporal data: a case study of precipitation in Australia from space to ground sensors

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