Pages that link to "Item:Q2630070"
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The following pages link to Finite sample inference for quantile regression models (Q2630070):
Displayed 15 items.
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
- Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions (Q2189604) (← links)
- Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← links)
- Finite-sample exact tests for linear regressions with bounded dependent variables (Q2448411) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors (Q5861012) (← links)
- Bootstrap Inference for Quantile-based Modal Regression (Q6107195) (← links)
- Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities (Q6190702) (← links)