Regression quantiles and trimmed least squares estimator in the nonlinear regression model
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Publication:804171
DOI10.1016/0167-9473(88)90078-3zbMATH Open0726.62097OpenAlexW2029891573MaRDI QIDQ804171FDOQ804171
Authors: Bohumír Procházka 
Publication date: 1988
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(88)90078-3
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Point estimation (62F10) General nonlinear regression (62J02) Linear regression; mixed models (62J05)
Cites Work
Cited In (11)
- Highly robust training of regularized radial basis function networks.
- Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
- Quantile regression for doubly truncated data
- Quantile splines with several covariates
- Applied regression analysis bibliography update 1988-89
- Welsh's trimmed mean for the nonlinear regression model
- Title not available (Why is that?)
- Preface
- A convergent algorithm for quantile regression with smoothing splines
- Variable selection for non-parametric quantile regression via smoothing spline analysis of variance
- Nonparametric estimation for quadratic regression
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