Regression Quantiles - MaRDI portal

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Regularization of case-specific parameters for robustness and efficiency
\(M\)-estimation of linear models with dependent errors
Instrumental variable quantile regression: a robust inference approach
Robust variable selection based on the random quantile LASSO
A residual-based test for autocorrelation in quantile regression models
Reweighted least trimmed squares: an alternative to one-step estimators
Penalized weighted composite quantile estimators with missing covariates
Averaged extreme regression quantile
Robust efficient method of moments
Robust GMM tests for structural breaks
Computing multiple-output regression quantile regions
Conditional empirical likelihood estimation and inference for quantile regression models
Nonparametric estimation of conditional VaR and expected shortfall
CVaR (superquantile) norm: stochastic case
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
Local linear spatial quantile regression
On directional multiple-output quantile regression
Conditional quantile estimation through optimal quantization
Single-index composite quantile regression
Quantile regression and variable selection for the single-index model
Conditional empirical likelihood for quantile regression models
Non-crossing weighted kernel quantile regression with right censored data
Bayesian tail risk interdependence using quantile regression
Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing
Quantile regression for single-index-coefficient regression models
Quality of fit measurement in regression quantiles: an elemental set method approach
Robust structure identification and variable selection in partial linear varying coefficient models
Robust inference with GMM estimators
Dynamic quantile models
An empirical likelihood approach to quantile regression with auxiliary information
Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization
A property of the observations fit by the extreme regression quantiles
Quantile regression methods for recursive structural equation models
Instrumental values
Multiply robust estimation in regression analysis with missing data
Quantile regression when the covariates are functions
A new concept of quantiles for directional data and the angular Mahalanobis depth
Estimating structural changes in regression quantiles
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
Strong representations for LAD estimators in linear models
Asymptotic behavior of regression quantiles in non-stationary, dependent cases
GACV for quantile smoothing splines
Support vector censored quantile regression under random censoring
The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
Tail expectile process and risk assessment
Martingale-difference-divergence-based tests for goodness-of-fit in quantile models
Conditional quantile processes based on series or many regressors
Econometrics and decision theory
Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
Multivariate and functional classification using depth and distance
Optimal forecast combinations under general loss functions and forecast error distributions
Robust efficient method of moments estimation
Specification analysis of linear quantile models
Quantile regression in varying coefficient models.
Two step composite quantile regression for single-index models
Quantile regression for modelling distributions of profit and loss
An interior point algorithm for nonlinear quantile regression
Estimation of general semi-parametric quantile regression
Multiple case high leverage diagnosis in regression quantiles
Optimal asymmetric kernels
Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
Smooth transition quantile capital asset pricing models with heteroscedasticity
Prediction in several conventional contexts
Asymptotically exact inference in conditional moment inequality~models
A robust and efficient estimation and variable selection method for partially linear single-index models
Ensemble quantile classifier
A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
Simple resampling methods for censored regression quantiles
Variable selection in quantile varying coefficient models with longitudinal data
Computing multiple-output regression quantile regions from projection quantiles
Inference on endogenously censored regression models using conditional moment inequalities
Rank tests and regression rank score tests in measurement error models
Measuring and testing for interval quantile dependence
The reaction of stock market returns to unemployment
Testing for normality in linear regression models using regression and scale equivariant estimators
Robust estimation of small-area means and quantiles
Quantile regression and variable selection of partial linear single-index model
Semiparametric median residual life model and inference
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
Strong oracle optimality of folded concave penalized estimation
A single-index quantile regression model and its estimation
Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
Simultaneous Semiparametric Estimation of Clustering and Regression
Robust nonparametric estimation for functional data
Spatio-temporal expectile regression models
Assessing value at risk with CARE, the conditional autoregressive expectile models
An updated review of goodness-of-fit tests for regression models
Multiple smoothing parameters selection in additive regression quantiles
Quantile regression for longitudinal data with a working correlation model
Quantile regression for dynamic panel data with fixed effects
Quantile regression for longitudinal data based on latent Markov subject-specific parameters
Hidden semi-Markov-switching quantile regression for time series
Statistical inference for conditional quantiles in nonlinear time series models
On Quantile‐based Asymmetric Family of Distributions: Properties and Inference
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS
Optimal expectile smoothing
Penalized quantile regression for dynamic panel data
The estimating function bootstrap

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