Regression rank scores and regression quantiles
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(99)- A robust test for non-nested hypotheses
- Rank tests in heteroscedastic linear model with nuisance parameters
- Quantile calculus and censored regression
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models
- Quantile regression models with factor‐augmented predictors and information criterion
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Preface
- Smoothed quantile regression with large-scale inference
- R-estimation of the parameters of a multiple regression model with measurement errors
- Quantiles via moments
- Estimation in autoregressivemodels based on autoregressionrank scores
- Adaptive choice of trimming proportion in trimmed least-squares estimation.
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Specification tests of parametric dynamic conditional quantiles
- Kolmogorov-Smirnov two-sample test based on regression rank scores.
- Empirical regression quantile processes.
- Statistical inference on heteroscedastic models based on regression quantiles
- \(M\)-estimation, convexity and quantiles
- Regression quantiles and their two-step modifications
- A quadratic regression model with an application to business school ranking
- Tests of linear hypotheses based on regression rank scores
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
- Asymptotics for argmin processes: convexity arguments
- ARCH tests and quantile regressions
- Rank Tests under Uncertainty: Regression and Local Heteroscedasticity
- High-Dimensional Spatial Quantile Function-on-Scalar Regression
- L-estimatton for linear heteroscedastic models
- An encompassing test for non-nested quantile regression models
- Regression quantiles in nonparametric regression
- Extremal quantile regression
- Autoregression quantiles and related rank-scores processes
- A new class of score generating functions for regression models
- Rank test of unit‐root hypothesis with AR‐GARCH errors
- A direct approach to inference in nonparametric and semiparametric quantile models
- Finite-sample distribution of regression quantiles
- Quantile regression for dynamic panel data with fixed effects
- Efficient quantile regression for heteroscedastic models
- Direct use of regression quantiles to construct confidence sets in linear models
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- Bayesian empirical likelihood for quantile regression
- Asymptotics for panel quantile regression models with individual effects
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes.
- Nonstandard quantile-regression inference
- Finite sample inference for quantile regression models
- Testing linearity against threshold effects: uniform inference in quantile regression
- Random weighting estimation of confidence intervals for quantiles
- Conditional growth charts. (With discussion and rejoinder)
- Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
- Optimal tests for autoregressive models based on autoregression rank scores
- Specification analysis of linear quantile models
- scientific article; zbMATH DE number 4043082 (Why is no real title available?)
- Restricted regression quantiles
- On the use of \(L\)-functionals in regression models
- Rank tests of unit root hypothesis with infinite variance errors
- An interior point algorithm for nonlinear quantile regression
- Weak convergence of local quantile treatment effect processes
- Averaged extreme regression quantile
- Estimation of quantile density function based on regression quantiles
- Instrumental variable quantile regression: a robust inference approach
- The quantilogram: with an application to evaluating directional predictability
- Testing for structural change in regression quantiles
- Trimmed, Bayesian and admissible estimators
- Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Regression rank scores estimation in ANOCOVA
- Small sample performance of quantile regression confidence intervals
- Efficient Estimation for Models With Nonlinear Heteroscedasticity
- Influence Measures in Quantile Regression Models
- Reprint: Hypothesis testing on high dimensional quantile regression
- Hypothesis testing on high dimensional quantile regression
- Model-based bootstrap for detection of regional quantile treatment effects
- From regression rank scores to robust inference for censored quantile regression
- Testing axial symmetry by means of directional regression quantiles
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- Some sequential procedures based on regression rank scores
- Averaged Autoregression Quantiles in Autoregressive Model
- Inference for spatial autoregressive models with infinite variance noises
- The asymptotic behaviors for autoregression quantile estimates
- The asymptotic behaviour of a class ofL-estimators under long-range dependence
- Moderate deviations for quantile regression processes
- Estimation and Inference for Multi-Kink Quantile Regression
- Quantile-regression inference with adaptive control of size
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
- Nonparametric tests in linear model with autoregressive errors
- Regression quantile and averaged regression quantile processes
- Asymptotic inference for the constrained quantile regression process
- Integrated quantile rank test (iQRAT) for gene-level associations
- Sequential tests based on rank regression scores
- R-squared and prediction in regression with ordered quantitative response
- scientific article; zbMATH DE number 846073 (Why is no real title available?)
- Rank score and permutation testing alternatives for regression quantile estimates
- Saddlepoint tests for quantile regression
- Statistical inference for autoregressive models under heteroscedasticity of unknown form
- Comparing time varying regression quantiles under shift invariance
- From Conditional Quantile Regression to Marginal Quantile Estimation with Applications to Missing Data and Causal Inference
- Renewable composite quantile method and algorithm for nonparametric models with streaming data
- Testing axial symmetry by means of integrated rank scores
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
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