Pages that link to "Item:Q3956244"
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The following pages link to An Empirical Quantile Function for Linear Models with | operatornameiid Errors (Q3956244):
Displayed 42 items.
- The feasible set algorithm for least median of squares regression (Q137210) (← links)
- Averaged extreme regression quantile (Q262533) (← links)
- Valuating residential real estate using parametric programming (Q439341) (← links)
- Empirical regression quantile processes. (Q778555) (← links)
- Multi-stage nested classification credibility quantile regression model (Q784406) (← links)
- Quantile regression: A nonparametric approach (Q804148) (← links)
- A property of the observations fit by the extreme regression quantiles (Q804176) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Robust estimation based on grouped-adjusted data in linear regression models (Q909394) (← links)
- Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
- Strong representations for LAD estimators in linear models (Q1116225) (← links)
- Non-parametric estimation of conditional quantiles (Q1124243) (← links)
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293) (← links)
- On degeneracy in linear programming and related problems (Q1312772) (← links)
- Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries (Q1333549) (← links)
- An algorithm for quantile smoothing splines (Q1350407) (← links)
- Upper and lower approximation models in interval regression using regression quantile techniques (Q1610187) (← links)
- A quantile approach to the power transformed location-scale model (Q1800061) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235) (← links)
- Direct use of regression quantiles to construct confidence sets in linear models (Q1922407) (← links)
- Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
- Quantile regression methods for first-price auctions (Q2074589) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Estimation of conditional quantiles from data with additional measurement errors (Q2317284) (← links)
- Risk measures in a quantile regression credibility framework with Fama/French data applications (Q2397859) (← links)
- A new test of independence for bivariate observations (Q2401357) (← links)
- Quantile credibility models (Q2443227) (← links)
- Unit root quantile autoregression testing using covariates (Q2630077) (← links)
- Power Assessment of a New Test of Independence (Q2787352) (← links)
- Some aspects of hadamard differentiability on regression<i>L</i>-estimators (Q3432389) (← links)
- An algorithm to find all regression quantiles (Q3750829) (← links)
- Statistical inference on heteroscedastic models based on regression quantiles (Q4222481) (← links)
- Asymmetric least squares regression estimation: A nonparametric approach<sup>∗</sup> (Q4345899) (← links)
- On L-estimation in linear models (Q4843717) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
- A multi-step kernel–based regression estimator that adapts to error distributions of unknown form (Q5079205) (← links)
- (Q5186557) (← links)
- Bayesian quantile regression for hierarchical linear models (Q5222298) (← links)
- Regression Quantile and Averaged Regression Quantile Processes (Q5283080) (← links)
- Nonparametric identification and estimation of heterogeneous causal effects under conditional independence (Q6134161) (← links)
- Rank test of unit‐root hypothesis with AR‐GARCH errors (Q6134626) (← links)