Pages that link to "Item:Q3962352"

The following pages link to Tests of Linear Hypotheses and l"1 Estimation (Q3962352):

Displaying 34 items.

• Penalized least absolute deviations estimation for nonlinear model with change-points (Q451506) (← links)
• A bootstrap approach to hypothesis testing in least absolute value regression (Q672002) (← links)
• A note on hypothesis testing in LAV multiple regression: A small sample comparison (Q672070) (← links)
• A note on hypothesis testing in LAV multiple regression: a small sample comparison (Q673289) (← links)
• Robust penalized quantile regression estimation for panel data (Q736536) (← links)
• Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
• Quantile regression with varying coefficients (Q997372) (← links)
• Least absolute deviations estimation for the censored regression model (Q1061446) (← links)
• On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators (Q1095537) (← links)
• Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model (Q1195779) (← links)
• Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566) (← links)
• LAD regression for detecting outliers in response and explanatory variables (Q1364673) (← links)
• Alternative methods of linear regression (Q1609471) (← links)
• Tests for structural break in quantile regressions (Q1633260) (← links)
• On influence assessment for LAD regression (Q1771282) (← links)
• Estimation of quantile density function based on regression quantiles (Q1892117) (← links)
• On the use of quantile regression to deal with heterogeneity: the case of multi-block data (Q2022484) (← links)
• A quantile regression perspective on external preference mapping (Q2106824) (← links)
• Asymptotic inference for the constrained quantile regression process (Q2330751) (← links)
• An exploratory criterion for variable selection in \(L_ p\)-logistic discrimination (Q2365988) (← links)
• Linear models with response functions based on the Laplace distribution: statistical formulae and their application to epigenomics (Q2510942) (← links)
• Estimating and testing a quantile regression model with interactive effects (Q2512602) (← links)
• A further comparison of tests of hypotheses in LAV regression (Q2563607) (← links)
• Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass (Q3008883) (← links)
• A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS (Q3028146) (← links)
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
• Tractable Bayesian Variable Selection: Beyond Normality (Q3121566) (← links)
• Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
• Efficient Mixture Design Fitting Quadratic Surface with Quantile Responses Using First-degree Polynomial (Q3178546) (← links)
• Asymptotic theory of least distances estimate in multivariate linear models (Q3200399) (← links)
• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression (Q3339238) (← links)
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
• Tests of linear hypotheses based on regression rank scores (Q3432353) (← links)
• On Testing the Equality of Mean and Quantile Effects (Q5413559) (← links)