Pages that link to "Item:Q1596137"
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The following pages link to 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):
Displaying 50 items.
- Fast Censored Linear Regression (Q60738) (← links)
- Smoothed quantile regression for censored residual life (Q98524) (← links)
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- Quality of fit measurement in regression quantiles: an elemental set method approach (Q273823) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Instrumental quantile regression inference for structural and treatment effect models (Q291713) (← links)
- Bagging binary and quantile predictors for time series (Q291866) (← links)
- Least-modules estimates for spatial autoregression coefficients (Q353728) (← links)
- The \(L_1\) penalized LAD estimator for high dimensional linear regression (Q391806) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- A robust multiquadric method for digital elevation model construction (Q500719) (← links)
- Bayesian quantile regression for ordinal models (Q516431) (← links)
- Bayesian variable selection in quantile regression using the Savage-Dickey density ratio (Q530387) (← links)
- \(\sqrt n\)-consistent robust integration-based estimation (Q632755) (← links)
- Estimation in functional linear quantile regression (Q741818) (← links)
- Partial quantile regression (Q745476) (← links)
- Hierarchical linear regression models for conditional quantiles (Q870725) (← links)
- Multiple criteria linear regression (Q877054) (← links)
- Least product relative error estimation (Q901281) (← links)
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty (Q904101) (← links)
- Sensitivity analysis of constrained linear \(L_1\) regression: perturbations to response and predictor variables (Q957158) (← links)
- Self-organizing map visualizing conditional quantile functions with multidimensional covariates (Q959296) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Optimal expectile smoothing (Q961911) (← links)
- A robust periodogram for high-resolution spectral analysis (Q985525) (← links)
- Robust estimation of dimension reduction space (Q1010389) (← links)
- Time-adaptive quantile regression (Q1023453) (← links)
- Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp (Q1125541) (← links)
- LAD regression for detecting outliers in response and explanatory variables (Q1364673) (← links)
- Regression-quantile graduation of Australian life tables, 1946-1992 (Q1381467) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- Approximation in normed linear spaces (Q1587393) (← links)
- The mean and median absolute deviations (Q1600521) (← links)
- Sensitivity analysis for predictor variables in the MSAE regression. (Q1608910) (← links)
- H-relative error estimation for multiplicative regression model with random effect (Q1642999) (← links)
- A fast imputation algorithm in quantile regression (Q1729299) (← links)
- Segmented concave least squares: a nonparametric piecewise linear regression (Q1754121) (← links)
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274) (← links)
- Limiting distribution for monotone median regression (Q1866204) (← links)
- Moderate deviations for \(M\)-estimators (Q1872874) (← links)
- A quantile regression estimator for censored data (Q1940762) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- COBS: qualitatively constrained smoothing via linear programming (Q1979097) (← links)
- Optimal subsampling for large-scale quantile regression (Q1996884) (← links)
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints (Q2008107) (← links)
- Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
- Optimal subsampling for least absolute relative error estimators with massive data (Q2099270) (← links)
- Scalable estimation and inference for censored quantile regression process (Q2105200) (← links)
