scientific article; zbMATH DE number 1423403
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Publication:4947007
zbMATH Open0970.62043MaRDI QIDQ4947007FDOQ4947007
Publication date: 3 October 2001
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Cited In (60)
- A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
- Parametric modal regression with error in covariates
- STRATOS guidance document on measurement error and misclassification of variables in observational epidemiology. II: More complex methods of adjustment and advanced topics
- Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data
- Quantile regression with multiple proxy variables
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Partially Functional Linear Quantile Regression With Measurement Errors
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
- Behavior of R-estimators under measurement errors
- Asymptotics of the regression quantile basic solution under misspecification.
- Adjusted quantile residual for generalized linear models
- Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies
- Estimation and inference in semi-functional partially linear measurement error models
- Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information
- Understanding the effect of measurement error on quantile regressions
- Valid post-selection inference in high-dimensional approximately sparse quantile regression models
- Partially linear modeling of conditional quantiles using penalized splines
- Modal non‐linear regression in the presence of Laplace measurement error
- Penalized empirical likelihood for partially linear errors-in-variables models
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Regression quantiles with errors-in-variables
- Estimation of conditional quantiles from data with additional measurement errors
- A predictive leverage statistic for quantile regression with measurement errors
- Quantile regression modeling of latent trajectory features with longitudinal data
- Corrected-loss estimation for error-in-variable partially linear model
- Robust weighted orthogonal regression in the errors-in-variables model
- Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses
- Empirical likelihood confidence region for parameter in the errors-in-variables models.
- A note on estimating the bent line quantile regression model
- Specification analysis of linear quantile models
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression
- Composite quantile regression for linear errors-in-variables models
- Functional partially linear quantile regression model
- Empirical likelihood for partially linear errors-in-variables models with longitudinal data
- Quantile Function on Scalar Regression Analysis for Distributional Data
- Robust estimation in partially linear errors-in-variables models
- Estimation and variable selection for quantile partially linear single-index models
- Rank tests and regression rank score tests in measurement error models
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
- New estimation for heteroscedastic single-index measurement error models
- Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models
- Instrumental variable estimation in linear quantile regression models with measurement error
- Variable selection in the partially linear errors-in-variables models for longitudinal data
- Quantile regression for right-censored and length-biased data
- Robust estimation in the simple errors-in-variables model
- Measurement errors in quantile regression models
- Statistical estimation for partially linear error-in-variable models with error-prone covariates
- Composite quantile regression estimation of linear error-in-variable models using instrumental variables
- Imputation based statistical inference for partially linear quantile regression models with missing responses
- Semiparametric quantile regression with random censoring
- Estimation of the mean of the partially linear single-index errors-in-variables model with missing response variables
- Improving linear quantile regression for replicated data
- Empirical likelihood for partly linear models with errors in all variables
- \(t\)-type estimators for a class of linear errors-in-variables models
- Errors in the Dependent Variable of Quantile Regression Models
- Multiply robust subgroup identification for longitudinal data with dropouts via median regression
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