Nonparametric quantile estimations for dynamic smooth coefficient models
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Publication:5414031
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Cited in
(83)- Improved local quantile regression
- Two step composite quantile regression for single-index models
- Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
- Penalized kernel quantile regression for varying coefficient models
- scientific article; zbMATH DE number 1449646 (Why is no real title available?)
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Nonparametric estimation of time varying correlation coefficient
- Linear quantile regression models for longitudinal experiments: an overview
- Variable selection of varying coefficient models in quantile regression
- Discussion of ``Local quantile regression
- Nonparametric estimation of conditional VaR and expected shortfall
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Quantile regression for dynamic partially linear varying coefficient time series models
- Quantile regression for varying coefficient spatial error models
- Principal single-index varying-coefficient models for dimension reduction in quantile regression
- Hypothesis testing of varying coefficients for regional quantiles
- Variable selection in high-dimensional quantile varying coefficient models
- Optimal smoothing in nonparametric conditional quantile derivative function estimation
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models
- Composite quantile regression and variable selection in single-index coefficient model
- Quantile regression for right-censored and length-biased data
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
- Quantile regression methods with varying-coefficient models for censored data
- Quantile regression and variable selection of single-index coefficient model
- Estimation and variable selection for quantile partially linear single-index models
- High-dimensional quantile varying-coefficient models with dimension reduction
- Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting
- Quantile index coefficient model with variable selection
- Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction
- Quantile regression in partially linear varying coefficient models
- Semiparametric quantile regression with random censoring
- High-Dimensional Spatial Quantile Function-on-Scalar Regression
- Smoothed empirical likelihood for quantile regression models with response data missing at random
- Function-on-scalar quantile regression with application to mass spectrometry proteomics data
- Robust and sparse learning of varying coefficient models with high-dimensional features
- Model averaging for semiparametric varying coefficient quantile regression models
- Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model
- Estimating structural changes in regression quantiles
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Comment on: ``Local quantile regression
- Efficient estimation for time-varying coefficient longitudinal models
- Bayesian inference for additive mixed quantile regression models
- Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence
- Local asymptotics for nonparametric quantile regression with regression splines
- Statistical inference of locally stationary functional coefficient models
- Nonparametric inference on smoothed quantile regression process
- Econometric modeling of risk measures: a selective review of the recent literature
- Support vector quantile regression with varying coefficients
- On the use of \(L\)-functionals in regression models
- Empirical likelihood for quantile regression models with response data missing at random
- Local quantile regression
- A quantile varying-coefficient regression approach to length-biased data modeling
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
- GEE analysis for longitudinal single-index quantile regression
- Efficient estimation in varying coefficient regression models
- Nonparametric homogeneity pursuit in functional-coefficient models
- A new robust inference for predictive quantile regression
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Efficient estimation of an additive quantile regression model
- Adaptive local linear quantile regression
- The \(k\)th power expectile regression
- Focused information criterion and model averaging in quantile regression
- Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
- Spatially modeling the effects of meteorological drivers of \(PM_{2.5}\) in the eastern United States via a local linear penalized quantile regression estimator
- Pinball boosting of regression quantiles
- Simultaneous variable selection and structural identification for time‐varying coefficient models
- Nonparametric modal regression with mixed variables and application to analyze the GDP data
- Estimation of non-smooth non-parametric estimating equations models with dependent data
- Robust nonparametric regression: a review
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression
- An Extensive Comparison of Some Well‐Established Value at Risk Methods
- Estimation in quantile regression models with jump discontinuities
- Hypothesis testing for varying coefficient models in tail index regression
- Estimation and testing of a higher-order partially linear spatial autoregressive model
- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
- A varying coefficient approach to estimating hedonic housing price functions and their quantiles
- Statistical inference of partially linear spatial autoregressive model under constraint conditions
- Extreme quantile regression for tail single-index varying-coefficient models
- The \(k\)th power expectile estimation and testing
- scientific article; zbMATH DE number 7370628 (Why is no real title available?)
- Measuring Granger Causality in Quantiles
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