Nonparametric quantile estimations for dynamic smooth coefficient models
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Nonparametric quantile estimations for dynamic smooth coefficient models (scientific article; zbMATH DE number 6291419)
Nonparametric quantile estimations for dynamic smooth coefficient models (scientific article; zbMATH DE number 6291419)
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- Hypothesis testing for varying coefficient models in tail index regression
- Smoothed empirical likelihood for quantile regression models with response data missing at random
- Principal single-index varying-coefficient models for dimension reduction in quantile regression
- Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
- Estimating structural changes in regression quantiles
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Composite quantile regression and variable selection in single-index coefficient model
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- Statistical inference of partially linear spatial autoregressive model under constraint conditions
- Geographically weighted quantile regression for count data
- Quantile regression for varying coefficient spatial error models
- Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models
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- An Extensive Comparison of Some Well‐Established Value at Risk Methods
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- scientific article; zbMATH DE number 7370628 (Why is no real title available?)
- Quantile regression for dynamic partially linear varying coefficient time series models
- Variable selection of varying coefficient models in quantile regression
- Quantile regression methods with varying-coefficient models for censored data
- Local asymptotics for nonparametric quantile regression with regression splines
- Support vector quantile regression with varying coefficients
- Weighted quantile regression in varying-coefficient model with longitudinal data
- scientific article; zbMATH DE number 1449646 (Why is no real title available?)
- A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network
- Discussion of ``Local quantile regression
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- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
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- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
- The \(k\)th power expectile regression
- Pursuing Homogeneity and Sparsity in Simultaneous Quantile Regression
- Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence
- Adaptive local linear quantile regression
- Expectile periodogram
- Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting
- Efficient estimation of an additive quantile regression model
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- Estimation and inference of high-dimensional partially linear spatial autoregressive models with linear constraints
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- An efficient hybrid approach of quantile and expectile regression
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- Comment on: ``Local quantile regression
- Quantile regression and variable selection of single-index coefficient model
- Estimation of non-smooth non-parametric estimating equations models with dependent data
- Estimation and inference for quantile partially linear varying coefficients models with missing observations
- On the use of \(L\)-functionals in regression models
- Statistical inference of locally stationary functional coefficient models
- Variable selection in high-dimensional quantile varying coefficient models
- Estimation and Inference of Quantile Spatially Varying Coefficient Models Over Complicated Domains
- High-Dimensional Spatial Quantile Function-on-Scalar Regression
- Estimation and testing of a higher-order partially linear spatial autoregressive model
- Bayesian inference for additive mixed quantile regression models
- Semiparametric quantile regression with random censoring
- A simple quantile regression model linking micro outcomes to macro covariates
- Robust and sparse learning of varying coefficient models with high-dimensional features
- Empirical likelihood for quantile regression models with response data missing at random
- Improved local quantile regression
- Estimation in quantile regression models with jump discontinuities
- Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model
- Efficient estimation in varying coefficient regression models
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