Pages that link to "Item:Q1899235"

The following pages link to Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235):

Displaying 41 items.

• Linear quantile mixed models (Q111690) (← links)
• Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
• Smoothed quantile regression for panel data (Q284303) (← links)
• Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
• Quantile regression with clustered data (Q312355) (← links)
• Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
• Quantile regression for longitudinal data with a working correlation model (Q693266) (← links)
• Quantile regression for longitudinal data based on latent Markov subject-specific parameters (Q746190) (← links)
• Two-step semiparametric estimation of the type-3 Tobit model (Q894581) (← links)
• Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
• Estimating the variance of the LAD regression coefficients. (Q1128617) (← links)
• Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 (Q1343135) (← links)
• Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons (Q1362029) (← links)
• Sequential estimation of censored quantile regression models (Q1792478) (← links)
• A quantile approach to the power transformed location-scale model (Q1800061) (← links)
• Simple resampling methods for censored regression quantiles (Q1841195) (← links)
• Quantile regression under random censoring. (Q1867731) (← links)
• Weighted quantile regression for censored data with application to export duration data (Q2010788) (← links)
• A quantile regression perspective on external preference mapping (Q2106824) (← links)
• Sheep in wolf's clothing: using the least squares criterion for quantile estimation (Q2345265) (← links)
• Latent drop-out based transitions in linear quantile hidden Markov models for longitudinal responses with attrition (Q2418411) (← links)
• Estimators of regression parameters for truncated and censored data (Q2499572) (← links)
• Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
• Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
• The reaction of stock market returns to unemployment (Q2691716) (← links)
• Quantile regression estimation of partially linear additive models (Q2934390) (← links)
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
• Finite Sample Properties of the QME (Q3155626) (← links)
• Laplace regression with censored data (Q3162966) (← links)
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
• (Q5063393) (← links)
• The Lee-Carter quantile mortality model (Q5123190) (← links)
• Cure Rate Quantile Regression for Censored Data With a Survival Fraction (Q5406377) (← links)
• NONSTANDARD QUANTILE-REGRESSION INFERENCE (Q5411522) (← links)
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (Q5438200) (← links)
• Nonparametric Testing of an Exclusion Restriction in Quantile Regression (Q5494724) (← links)
• Bootstrap estimation of covariance matrices via the percentile method (Q5706719) (← links)
• Quantile Regression Models with Multivariate Failure Time Data (Q5715363) (← links)
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
• Evaluation of a three-step method for choosing the number of bootstrap repetitions (Q5939177) (← links)
• Single index Fréchet regression (Q6183758) (← links)