Pages that link to "Item:Q1633260"
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The following pages link to Tests for structural break in quantile regressions (Q1633260):
Displaying 5 items.
- Sequential change point detection in linear quantile regression models (Q2348323) (← links)
- Estimation in quantile regression models with jump discontinuities (Q5079133) (← links)
- A consistent nonparametric test for the structure change in quantile regression (Q6047353) (← links)
- Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885) (← links)
- Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression (Q6091721) (← links)