Pages that link to "Item:Q1952046"
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The following pages link to Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data (Q1952046):
Displaying 8 items.
- High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
- Semiparametric efficiency for partially linear single-index regression models (Q2252907) (← links)
- Quality of Fit Measures in the Framework of Quantile Regression (Q4911968) (← links)
- Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models (Q5259138) (← links)
- Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880055) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
