Regression Quantiles - MaRDI portal

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Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
Estimation and variable selection in single-index composite quantile regression
Bayesian Tobit quantile regression model for medical expenditure panel survey data
Modeling and Fitting Quantile Distributions and Regressions
Median Regression Models for Longitudinal Data with Dropouts
Bayesian tobit quantile regression with penalty
Markov regime-switching quantile regression models and financial contagion detection
Quantile spectral processes: asymptotic analysis and inference
Smoothed quantile regression for panel data
Granger causality in risk and detection of extreme risk spillover between financial markets
Bounding quantile demand functions using revealed preference inequalities
VAR for VaR: measuring tail dependence using multivariate regression quantiles
Composite quantile regression and variable selection in single-index coefficient model
Bayesian regularized regression based on composite quantile method
On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
Instrumental variable estimation based on conditional median restriction
Endogeneity in quantile regression models: a control function approach
Dynamic quantile function models
Weak identification robust tests in an instrumental quantile model
Inference for single-index quantile regression models with profile optimization
Vector quantile regression: an optimal transport approach
Testing for Granger-causality in quantiles
Testing linearity against threshold effects: uniform inference in quantile regression
Two-stage rank estimation of quantile index models
Composite quantile regression estimation for P-GARCH processes
Testing for structural change in regression quantiles
A note on L-estimates for linear models
Smoothing combined estimating equations in quantile regression for longitudinal data
On multivariate quantiles under partial orders
Quantile index coefficient model with variable selection
Model averaging for semiparametric varying coefficient quantile regression models
M-estimation for functional linear regression
Quantile Association Regression Models
Quantile regression for interval censored data
Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
Two-step estimation of semiparametric censored regression models
Efficient estimation in dynamic conditional quantile models
Variable selection in quantile regression via Gibbs sampling
A generalized quantile regression model
Quantile regression for dynamic partially linear varying coefficient time series models
Estimation of linear composite quantile regression using EM algorithm
Local asymptotics for nonparametric quantile regression with regression splines
Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
Support vector quantile regression with varying coefficients
Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
Bayesian variable selection in binary quantile regression
Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression
Quantile regression with clustered data
Accelerated failure time model with quantile information
Quantile inference based on clustered data
Global nonparametric estimation of conditional quantile functions and their derivatives
Model selection in binary and Tobit quantile regression using the Gibbs sampler
On confidence intervals for semiparametric expectile regression
Bayesian variable selection in quantile regression using the Savage-Dickey density ratio
Local asymptotics for quantile smoothing splines
Quantile regression with interval data
Nonparametric inference for conditional quantiles of time series
Combining least-squares and quantile regressions
Empirical likelihood-based evaluations of value at risk models
Bayesian elastic net Tobit quantile regression
Self-consistent estimation of censored quantile regression
Asymptotic consistency of median regression trees
Bayesian Tobit quantile regression using \(g\)-prior distribution with ridge parameter
Bayesian composite tobit quantile regression
Asymptotic results of a recursive double kernel estimator of the conditional quantile for functional ergodic data
\(M\) tests with a new normalization matrix
Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries
A quantile regression estimator for censored data
Estimation of best predictors of binary response
Quantile regression estimator for GARCH models
Inference approaches for instrumental variable quantile regression
A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
Characterizing angular symmetry and regression symmetry.
Bent line quantile regression with application to an allometric study of land mammals' speed and mass
Elicitability and identifiability of set-valued measures of systemic risk
A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
Quantile regression with censoring and endogeneity
Inference for conditional value-at-risk of a predictive regression
Quantile regression for linear models with autoregressive errors using EM algorithm
On some models for value-at-risk
Composite quantile regression estimation of linear error-in-variable models using instrumental variables
Quantile regression and variable selection of single-index coefficient model
Quantile regression via the EM algorithm
Nonparametric Bayesian multiple imputation for missing data due to mid-study switching of measurement methods
Linear quantile regression based on EM algorithm
Preface
Segmented model selection in quantile regression using the minimum description length principle
Finite sample inference for quantile regression models
L-estimatton for linear heteroscedastic models
Quantile regression approach to conditional mode estimation
Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines
Weighted quantile regression for longitudinal data
Sieve \(M\) inference on irregular parameters
A New Approach to Censored Quantile Regression Estimation
Bayesian analysis of quantile regression for censored dynamic panel data
Estimating value at risk with semiparametric support vector quantile regression
Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
Median regression model with interval censored data

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