AS 229
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Cited In (34)
- Adaptive choice of trimming proportion in trimmed least-squares estimation.
- Bayesian Lasso binary quantile regression
- Globally adaptive quantile regression with ultra-high dimensional data
- Brq: an R package for Bayesian quantile regression
- Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
- Clustering of time series using quantile autocovariances
- A quantile regression perspective on external preference mapping
- Editorial: Quantile regression
- Trimmed, Bayesian and admissible estimators
- Optimal subsampling for large-scale quantile regression
- Conjugate priors and variable selection for Bayesian quantile regression
- Bayesian composite Tobit quantile regression
- Novel global harmony search algorithm for least absolute deviation
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- Optimal tests for autoregressive models based on autoregression rank scores
- Quantile regression with doubly censored data
- Stock market's reaction to money supply: a nonparametric analysis
- Rank tests of unit root hypothesis with infinite variance errors
- An efficient algorithm for structured sparse quantile regression
- Smoothed quantile regression with large-scale inference
- Robust Nonlinear Regression
- New semiparametric method for predicting high‐cost patients
- Another look at linear programming for feature selection via methods of regularization
- Efficient quantile regression for heteroscedastic models
- The reaction of stock market returns to unemployment
- On multivariate quantile regression
- A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems
- Bayesian quantile regression for hierarchical linear models
- Multi-stage nested classification credibility quantile regression model
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models
- Point and interval estimation of decomposition error in discrete-time open tandem queues
- Logistic quantile regression for bounded outcomes using a family of heavy-tailed distributions
- A Frisch-Newton algorithm for sparse quantile regression
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