Regression rank scores and regression quantiles
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- A quadratic regression model with an application to business school ranking
- Asymptotics for argmin processes: convexity arguments
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases
- Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes.
- Regression rank scores estimation in ANOCOVA
- \(M\)-estimation, convexity and quantiles
- Adaptive choice of trimming proportion in trimmed least-squares estimation.
- Optimal tests for autoregressive models based on autoregression rank scores
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- 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
- A new class of score generating functions for regression models
- A robust test for non-nested hypotheses
- Weak convergence of local quantile treatment effect processes
- Estimation of quantile density function based on regression quantiles
- Autoregression quantiles and related rank-scores processes
- An interior point algorithm for nonlinear quantile regression
- Direct use of regression quantiles to construct confidence sets in linear models
- Trimmed, Bayesian and admissible estimators
- Restricted regression quantiles
- Inference for spatial autoregressive models with infinite variance noises
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- Testing axial symmetry by means of directional regression quantiles
- Integrated quantile rank test (iQRAT) for gene-level associations
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
- Statistical inference for autoregressive models under heteroscedasticity of unknown form
- Quantiles via moments
- Asymptotic inference for the constrained quantile regression process
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- Extremal quantile regression
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Specification analysis of linear quantile models
- Averaged extreme regression quantile
- Finite sample inference for quantile regression models
- Smoothed quantile regression with large-scale inference
- Comparing time varying regression quantiles under shift invariance
- Random weighting estimation of confidence intervals for quantiles
- Rank Tests under Uncertainty: Regression and Local Heteroscedasticity
- The quantilogram: with an application to evaluating directional predictability
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
- Instrumental variable quantile regression: a robust inference approach
- Testing for structural change in regression quantiles
- Quantile regression models with factor‐augmented predictors and information criterion
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
- Tests of linear hypotheses based on regression rank scores
- L-estimatton for linear heteroscedastic models
- Regression quantiles in nonparametric regression
- Some sequential procedures based on regression rank scores
- R-squared and prediction in regression with ordered quantitative response
- scientific article; zbMATH DE number 4043082 (Why is no real title available?)
- Statistical inference on heteroscedastic models based on regression quantiles
- Regression quantiles and their two-step modifications
- The asymptotic behaviour of a class ofL-estimators under long-range dependence
- R-estimation of the parameters of a multiple regression model with measurement errors
- Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models
- scientific article; zbMATH DE number 1124613 (Why is no real title available?)
- Sequential tests based on rank regression scores
- Bayesian empirical likelihood for quantile regression
- Rank tests in heteroscedastic linear model with nuisance parameters
- Estimation in autoregressivemodels based on autoregressionrank scores
- ARCH tests and quantile regressions
- scientific article; zbMATH DE number 846073 (Why is no real title available?)
- scientific article; zbMATH DE number 862321 (Why is no real title available?)
- Small sample performance of quantile regression confidence intervals
- Model-based bootstrap for detection of regional quantile treatment effects
- Averaged Autoregression Quantiles in Autoregressive Model
- Efficient quantile regression for heteroscedastic models
- Quantile-regression inference with adaptive control of size
- Influence Measures in Quantile Regression Models
- Asymptotics for panel quantile regression models with individual effects
- Regression quantile and averaged regression quantile processes
- Rank score and permutation testing alternatives for regression quantile estimates
- Nonstandard quantile-regression inference
- Saddlepoint tests for quantile regression
- Moderate deviations for quantile regression processes
- High-Dimensional Spatial Quantile Function-on-Scalar Regression
- Preface
- Rank tests of unit root hypothesis with infinite variance errors
- Testing axial symmetry by means of integrated rank scores
- On the use of \(L\)-functionals in regression models
- Quantile calculus and censored regression
- Finite-sample distribution of regression quantiles
- Rank test of unit‐root hypothesis with AR‐GARCH errors
- Reprint: Hypothesis testing on high dimensional quantile regression
- Hypothesis testing on high dimensional quantile regression
- Nonparametric tests in linear model with autoregressive errors
- From regression rank scores to robust inference for censored quantile regression
- Renewable composite quantile method and algorithm for nonparametric models with streaming data
- From Conditional Quantile Regression to Marginal Quantile Estimation with Applications to Missing Data and Causal Inference
- The asymptotic behaviors for autoregression quantile estimates
- Estimation and Inference for Multi-Kink Quantile Regression
- Efficient Estimation for Models With Nonlinear Heteroscedasticity
- Conformal prediction with conditional guarantees
- Sample size determination for studies designed to estimate covariate-dependent reference quantile curves
- From robust neural networks toward robust nonlinear quantile estimation
- Some novel aspects of quantile regression: local stationarity, random forests, and optimal transportation
- The process induced by slope components of -regression quantile
- A stochastic algorithm for quantile regression models with fixed effects
- Unconditional quantile partial effects via conditional quantile regression
- Nonparametric tests for serial independence in linear model against a possible autoregression of error terms
This page was built for publication: Regression rank scores and regression quantiles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1192972)
