The following pages link to (Q3365350):
Displaying 32 items.
- Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Powerful nonparametric checks for quantile regression (Q338398) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness (Q898590) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Quantile regression based on counting process approach under semi-competing risks data (Q1744712) (← links)
- Testing for discrete choice models (Q1934683) (← links)
- Goodness-of-fit tests for quantile regression with missing responses (Q2065273) (← links)
- Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Checking the adequacy of functional linear quantile regression model (Q2189121) (← links)
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
- Specification analysis of linear quantile models (Q2512617) (← links)
- Comparing time varying regression quantiles under shift invariance (Q2692546) (← links)
- A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
- A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- Testing for Granger-causality in quantiles (Q5862503) (← links)
- A consistent nonparametric test for the structure change in quantile regression (Q6047353) (← links)
- Testing for linearity in boundary regression models with application to maximal life expectancies (Q6103214) (← links)
- A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression (Q6138754) (← links)
- Quantile regression analysis of length-biased survival data (Q6537775) (← links)
- Model checking for parametric single-index quantile models (Q6541603) (← links)
- Powerful nonparametric checks for parametric single-index quantile models with missing responses (Q6544022) (← links)
- Kernel-weighted specification testing under general distributions (Q6565308) (← links)
