Quantile regression for dynamic partially linear varying coefficient time series models
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Cites work
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Conditional growth charts. (With discussion and rejoinder)
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Local Linear Quantile Regression
- Local rank inference for varying coefficient models
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- One-step sparse estimates in nonconcave penalized likelihood models
- Quantile regression in partially linear varying coefficient models
- Quantile regression with varying coefficients
- Regression Quantiles
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Shrinkage estimation of the varying coefficient model
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Smoothing Spline Estimation in Varying-Coefficient Models
- Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
- Sparsity and Smoothness Via the Fused Lasso
- Statistical estimation in varying coefficient models
- Statistical methods with varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in nonparametric additive models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in semiparametric regression modeling
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(18)- Semiparametric time series regression modeling with a diverging number of parameters
- Penalized kernel quantile regression for varying coefficient models
- A quantile regression model for time-series data in the presence of additive components
- Dynamic quantile models
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
- Linear regression models with multiplicative distortions under new identifiability conditions
- Quantile index coefficient model with variable selection
- Quantile regression in partially linear varying coefficient models
- Model averaging for semiparametric varying coefficient quantile regression models
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity
- Robust check loss-based inference of semiparametric models and its application in environmental data
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Bayesian empirical likelihood of quantile regression with missing observations
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