Pages that link to "Item:Q3576887"
From MaRDI portal
The following pages link to Quantile and Probability Curves Without Crossing (Q3576887):
Displaying 50 items.
- CRPS Learning (Q72766) (← links)
- Rearranged dependence measures (Q74042) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood (Q288264) (← links)
- Vector quantile regression: an optimal transport approach (Q292882) (← links)
- Nonparametric quantile regression for twice censored data (Q358126) (← links)
- Asymptotically efficient estimation of the conditional expected shortfall (Q433233) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Quantile treatment effects in the regression discontinuity design (Q527956) (← links)
- On multivariate quantiles under partial orders (Q548551) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← 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)
- Estimation of additive quantile regression (Q907098) (← links)
- Simultaneous estimation of quantile curves using quantile sheets (Q1633277) (← links)
- Conditional quantile estimation based on optimal quantization: from theory to practice (Q1663189) (← links)
- Rationalization and identification of binary games with correlated types (Q1676373) (← links)
- Limit properties of the monotone rearrangement for density and regression function estimation (Q1715541) (← links)
- Significance testing in quantile regression (Q1951105) (← links)
- A closed-form estimator for quantile treatment effects with endogeneity (Q2000825) (← links)
- Capturing deep tail risk via sequential learning of quantile dynamics (Q2007859) (← links)
- Estimation of spatio-temporal extreme distribution using a quantile factor model (Q2028577) (← links)
- Adjusted extreme conditional quantile autoregression with application to risk measurement (Q2039159) (← links)
- Quantile regression methods for first-price auctions (Q2074589) (← links)
- Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- Estimating the conditional distribution in functional regression problems (Q2106779) (← links)
- On a heavy-tailed parametric quantile regression model for limited range response variables (Q2184419) (← links)
- Some recent developments in modeling quantile treatment effects (Q2194707) (← links)
- Correcting an estimator of a multivariate monotone function with isotonic regression (Q2199702) (← links)
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)
- Quantile estimation of the stochastic frontier model (Q2315391) (← links)
- Estimation of fully nonparametric transformation models (Q2325392) (← links)
- Non-separable models with high-dimensional data (Q2330742) (← links)
- Quantiles via moments (Q2330750) (← links)
- Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← links)
- Quantile regression with censoring and endogeneity (Q2346027) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
- Composite change point estimation for bent line quantile regression (Q2397049) (← links)
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach (Q2405904) (← links)
- Disentangling moral hazard and adverse selection in private health insurance (Q2658778) (← links)
- Deep quantile and deep composite triplet regression (Q2685516) (← links)
- A semiparametric nonlinear quantile regression model for financial returns (Q2691693) (← links)
- Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models (Q2697030) (← links)
- Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
- ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION (Q2976209) (← links)
- Predicting the Whole Distribution with Methods for Depth Data Analysis Demonstrated on a Colorectal Cancer Treatment Study (Q3305499) (← links)
- Unified Noncrossing Multiple Quantile Regressions Tree (Q3391255) (← links)
