Pages that link to "Item:Q1663132"
From MaRDI portal
The following pages link to A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132):
Displaying 7 items.
- High-dimensional quantile varying-coefficient models with dimension reduction (Q2075035) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- A robust varying coefficient approach to fuzzy multiple regression model (Q2297146) (← links)
- Principal single-index varying-coefficient models for dimension reduction in quantile regression (Q5107741) (← links)
- Principal varying coefficient estimator for high-dimensional models (Q5205848) (← links)
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (Q6113515) (← links)
- Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models (Q6569055) (← links)
