The following pages link to Quantile smoothing splines (Q4323533):
Displaying 50 items.
- Linear quantile mixed models (Q111690) (← links)
- Single-index quantile regression (Q117474) (← links)
- Non-crossing weighted kernel quantile regression with right censored data (Q268689) (← links)
- TENET: tail-event driven network risk (Q281059) (← links)
- Markov regime-switching quantile regression models and financial contagion detection (Q282262) (← links)
- Influence diagnostics for robust P-splines using scale mixture of normal distributions (Q287528) (← links)
- Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
- Support vector quantile regression with varying coefficients (Q311308) (← links)
- Clustering Chlorophyll-a satellite data using quantiles (Q312955) (← links)
- Graphical models via joint quantile regression with component selection (Q321929) (← links)
- Geoadditive expectile regression (Q433230) (← links)
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- Bayesian inference for additive mixed quantile regression models (Q452530) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Nonparametric ``regression'' when errors are positioned at end-points (Q605015) (← links)
- Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space (Q618007) (← links)
- Additive models for quantile regression: model selection and confidence bands (Q642195) (← links)
- Risk prediction for prostate cancer recurrence through regularized estimation with simultaneous adjustment for nonlinear clinical effects (Q652366) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Set identification via quantile restrictions in short panels (Q738106) (← links)
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
- Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
- Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
- Partially linear censored quantile regression (Q841077) (← links)
- Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting (Q904624) (← links)
- GACV for quantile smoothing splines (Q959206) (← links)
- Self-organizing map visualizing conditional quantile functions with multidimensional covariates (Q959296) (← links)
- Bayesian nonparametric quantile regression using splines (Q962367) (← links)
- Sparse estimation and inference for censored median regression (Q963882) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Quantile regression with varying coefficients (Q997372) (← links)
- Knot selection by boosting techniques (Q1020124) (← links)
- Regularized simultaneous model selection in multiple quantiles regression (Q1023905) (← links)
- Semiparametric quantile modelling of hierarchical data (Q1034286) (← links)
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression (Q1126090) (← links)
- Quantile splines with several covariates (Q1298975) (← links)
- An algorithm for quantile smoothing splines (Q1350407) (← links)
- Locally adaptive regression splines (Q1355186) (← links)
- Local asymptotics for quantile smoothing splines (Q1355187) (← links)
- On average derivative quantile regression (Q1359420) (← links)
- Regression-quantile graduation of Australian life tables, 1946-1992 (Q1381467) (← links)
- Quantile regression in varying coefficient models. (Q1427801) (← links)
- About monotone regression quantiles. (Q1567324) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- On spline estimators and prediction intervals in nonparametric regression. (Q1589489) (← links)
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors (Q1596137) (← links)
