Pages that link to "Item:Q1807095"
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The following pages link to Limiting distributions for \(L_1\) regression estimators under general conditions (Q1807095):
Displaying 50 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- Penalized weighted composite quantile estimators with missing covariates (Q259661) (← links)
- Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
- Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
- Quantile regression for single-index-coefficient regression models (Q273760) (← links)
- Weighted composite quantile regression for single-index models (Q276965) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Local asymptotics for nonparametric quantile regression with regression splines (Q310674) (← links)
- Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data (Q386299) (← links)
- Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- Composite hierachical linear quantile regression (Q403443) (← links)
- Weighted composite quantile estimation and variable selection method for censored regression model (Q419199) (← links)
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data (Q419227) (← links)
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- Single-index composite quantile regression (Q457304) (← links)
- General \(M\)-estimation and its bootstrap (Q457623) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- Estimation and test procedures for composite quantile regression with covariates missing at random (Q464458) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- A quantile varying-coefficient regression approach to length-biased data modeling (Q485909) (← links)
- Variable selection in quantile regression when the models have autoregressive errors (Q488595) (← links)
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- Weighted local linear CQR for varying-coefficient models with missing covariates (Q497864) (← links)
- Focused information criterion and model averaging with generalized rank regression (Q504445) (← links)
- Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- An empirical likelihood approach to quantile regression with auxiliary information (Q654462) (← links)
- Robust penalized quantile regression estimation for panel data (Q736536) (← links)
- Composite quantile regression for single-index models with asymmetric errors (Q736595) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
- Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
- The quantile process under random censoring (Q893069) (← links)
- Improving estimation efficiency in quantile regression with longitudinal data (Q894786) (← links)
- Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- Composite quantile regression and the oracle model selection theory (Q930648) (← links)
- Robust median estimator in logistic regression (Q951041) (← links)
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867) (← links)
- Sparse estimation and inference for censored median regression (Q963882) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
