Pages that link to "Item:Q1192972"
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The following pages link to Regression rank scores and regression quantiles (Q1192972):
Displayed 50 items.
- Quantile calculus and censored regression (Q61126) (← links)
- Averaged extreme regression quantile (Q262533) (← links)
- The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments (Q290947) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Regression quantiles and their two-step modifications (Q426697) (← links)
- R-estimation of the parameters of a multiple regression model with measurement errors (Q427478) (← links)
- Bayesian empirical likelihood for quantile regression (Q447855) (← links)
- Rank tests in heteroscedastic linear model with nuisance parameters (Q464390) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- Finite-sample distribution of regression quantiles (Q613188) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Empirical regression quantile processes. (Q778555) (← links)
- Kolmogorov-Smirnov two-sample test based on regression rank scores. (Q834026) (← links)
- Conditional growth charts. (With discussion and rejoinder) (Q869963) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867) (← links)
- An encompassing test for non-nested quantile regression models (Q974219) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293) (← links)
- Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores (Q1298971) (← links)
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
- Regression rank scores estimation in ANOCOVA (Q1354389) (← links)
- \(M\)-estimation, convexity and quantiles (Q1359408) (← links)
- Adaptive choice of trimming proportion in trimmed least-squares estimation. (Q1380584) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- 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 (Q1596137) (← links)
- A robust test for non-nested hypotheses (Q1633222) (← links)
- Weak convergence of local quantile treatment effect processes (Q1787230) (← links)
- Estimation of quantile density function based on regression quantiles (Q1892117) (← links)
- An interior point algorithm for nonlinear quantile regression (Q1915451) (← links)
- Direct use of regression quantiles to construct confidence sets in linear models (Q1922407) (← links)
- Trimmed, Bayesian and admissible estimators (Q1962147) (← links)
- Restricted regression quantiles (Q1969725) (← links)
- Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment (Q2000849) (← links)
- Testing axial symmetry by means of directional regression quantiles (Q2044393) (← links)
- Integrated quantile rank test (iQRAT) for gene-level associations (Q2170394) (← links)
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification (Q2272871) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Quantiles via moments (Q2330750) (← links)
- Asymptotic inference for the constrained quantile regression process (Q2330751) (← links)
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth (Q2380085) (← links)
- Extremal quantile regression (Q2388357) (← links)
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
- Specification analysis of linear quantile models (Q2512617) (← links)