The following pages link to (Q4322398):
Displaying 50 items.
- Single-index quantile regression (Q117474) (← links)
- Local polynomial expectile regression (Q123172) (← links)
- Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
- Robust nonparametric kernel regression estimator (Q297148) (← links)
- Stochastic data envelopment analysis -- a review (Q322610) (← links)
- Nonparametric \(M\)-type regression estimation under missing response data (Q345359) (← links)
- Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
- Local Walsh-average regression for semiparametric varying-coefficient models (Q451164) (← links)
- M-estimators for single-index model using B-spline (Q464368) (← links)
- Conditional quantile estimation through optimal quantization (Q464580) (← links)
- Adaptive local linear quantile regression (Q475704) (← links)
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
- Local linear spatial quantile regression (Q605017) (← links)
- Single index quantile regression for heteroscedastic data (Q739594) (← links)
- Asymptotic normality of M-estimators in a semiparametric model with longitudinal data (Q745461) (← links)
- Local Walsh-average regression (Q765825) (← links)
- \(M\)-estimation of the regression function under random left truncation and functional time series model (Q779694) (← links)
- Semiparametric quantile regression using family of quantile-based asymmetric densities (Q830455) (← links)
- Nonparametric circular quantile regression (Q899349) (← links)
- Asymptotic properties of conditional quantile estimator for censored dependent observations (Q907099) (← links)
- Sliced inverse regression in reference curves estimation (Q956902) (← links)
- Self-organizing map visualizing conditional quantile functions with multidimensional covariates (Q959296) (← links)
- Modeling epigenetic modifications under multiple treatment conditions (Q962370) (← links)
- Robust nonparametric estimation for spatial regression (Q963853) (← links)
- Semiparametric quantile modelling of hierarchical data (Q1034286) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)
- A comparison of local constant and local linear regression quantile estimators (Q1391248) (← links)
- Local M-estimator for nonparametric time series. (Q1423066) (← links)
- On spline estimators and prediction intervals in nonparametric regression. (Q1589489) (← links)
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
- Conditional quantile estimation based on optimal quantization: from theory to practice (Q1663189) (← links)
- Local linear estimate of the nonparametric robust regression in functional data (Q1698263) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- Local polynomial \(M\)-smoothers in nonparametric regression (Q1888852) (← links)
- Empirical likelihood for conditional quantile with left-truncated and dependent data (Q1926002) (← links)
- Variable bandwidth and one-step local \(M\)-estimator (Q1974207) (← links)
- Robust nonparametric function estimation for errors-in-variables models (Q1987580) (← links)
- Measuring and testing for interval quantile dependence (Q1991673) (← links)
- Wavelet-M-estimation for time-varying coefficient time series models (Q2004153) (← links)
- Robust nonparametric estimation of the intensity function of point data (Q2006835) (← links)
- Asymptotics for \(L_1\)-wavelet method for nonparametric regression (Q2069557) (← links)
- Robust non-parametric regression via incoherent subspace projections (Q2071515) (← links)
- Empirical likelihood of conditional quantile difference with left-truncated and dependent data (Q2131958) (← links)
- Single-index composite quantile regression for massive data (Q2201561) (← links)
- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates (Q2208404) (← links)
- Robust estimating equation-based sufficient dimension reduction (Q2254163) (← links)
- A plug-in bandwidth selector for nonparametric quantile regression (Q2273160) (← links)
- Nonparametric M-estimation for functional stationary ergodic data (Q2274173) (← links)
