The following pages link to <i>M</i>-quantiles (Q3799497):
Displaying 50 items.
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- Local polynomial expectile regression (Q123172) (← links)
- Expectile asymptotics (Q309591) (← links)
- Comparison of multivariate distributions using quantile-quantile plots and related tests (Q396016) (← links)
- Finite mixtures of quantile and M-quantile regression models (Q518274) (← links)
- Isotonicity properties of generalized quantiles (Q712544) (← links)
- Spatial robust small area estimation (Q744798) (← links)
- On confidence intervals for semiparametric expectile regression (Q746256) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
- Optimal expectile smoothing (Q961911) (← links)
- M-quantile models with application to poverty mapping (Q1019514) (← links)
- Expectiles and \(M\)-quantiles are quantiles (Q1332873) (← links)
- Median balls: An extension of the interquantile intervals to multivariate distributions (Q1375106) (← links)
- On \(M\)-estimators and normal quantiles. (Q1434011) (← links)
- Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection (Q1623475) (← links)
- Simultaneous confidence bands for expectile functions (Q1633261) (← links)
- An SVM-like approach for expectile regression (Q1658446) (← links)
- Bayesian quantile regression using the skew exponential power distribution (Q1663095) (← links)
- Small area estimation based on M-quantile models in presence of outliers in auxiliary variables (Q1689487) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Nonparametric depth and quantile regression for functional data (Q1715535) (← links)
- Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane'' (Q1732723) (← links)
- Distribution-function-based bivariate quantiles. (Q1867144) (← links)
- Nonparametric multivariate descriptive measures based on spatial quantiles (Q1877835) (← links)
- Relating quantiles and expectiles under weighted-symmetry (Q1901684) (← links)
- Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators (Q1927072) (← links)
- Small area estimation via M-quantile geographically weighted regression (Q1944364) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- The \(k\)th power expectile regression (Q2046477) (← links)
- Parametric modeling of quantile regression coefficient functions with count data (Q2066707) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
- Studying the relationship between anxiety and school achievement: evidence from PISA data (Q2125964) (← links)
- Point forecasting and forecast evaluation with generalized Huber loss (Q2136606) (← links)
- Multivariate \(\rho \)-quantiles: a spatial approach (Q2137049) (← links)
- Marginal M-quantile regression for multivariate dependent data (Q2143020) (← links)
- Random distributions via sequential quantile array (Q2180073) (← links)
- Pseudo-quantile functional data clustering (Q2181734) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Robust Bayesian small area estimation based on quantile regression (Q2305298) (← links)
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth (Q2380085) (← links)
- On the \(L_p\)-quantiles for the Student \(t\) distribution (Q2407495) (← links)
- Dynamic semi-parametric factor model for functional expectiles (Q2418052) (← links)
- Generalizing Koenker's distribution (Q2437869) (← links)
- Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
- Outlier robust small domain estimation via bias correction and robust bootstrapping (Q2665010) (← links)
