Pages that link to "Item:Q1848523"

The following pages link to Limiting distributions of linear programming estimators (Q1848523):

Displaying 19 items.

• Averaged extreme regression quantile (Q262533) (← links)
• Nonparametric frontier estimation via local linear regression (Q288362) (← links)
• A smooth nonparametric conditional quantile frontier estimator (Q291120) (← links)
• Frontier estimation with kernel regression on high order moments (Q391532) (← links)
• Nonparametric ``regression'' when errors are positioned at end-points (Q605015) (← links)
• Finite-sample distribution of regression quantiles (Q613188) (← links)
• \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative (Q891480) (← links)
• Frontier estimation with local polynomials and high power-transformed data (Q1026358) (← links)
• Kernel estimation of extreme regression risk measures (Q1697481) (← links)
• Maximum a posteriori estimators as a limit of Bayes estimators (Q1739031) (← links)
• Asymptotic equivalence for nonparametric regression with non-regular errors (Q1939553) (← links)
• Extremal quantile treatment effects (Q1990599) (← links)
• Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
• Simultaneous confidence bands for extremal quantile regression with splines (Q2303027) (← links)
• \(L_1\)-optimal nonparametric frontier estimation via linear programming (Q2377289) (← links)
• Extremal quantile regression (Q2388357) (← links)
• Frontier estimation via kernel regression on high power-transformed data (Q2476143) (← links)
• Extreme values and kernel estimates of point processes boundaries (Q4671813) (← links)
• Saddlepoint tests for quantile regression (Q5507359) (← links)