The following pages link to Markov Chain Marginal Bootstrap (Q4468428):
Displaying 17 items.
- Linear quantile mixed models (Q111690) (← links)
- Nearly root-\(n\) approximation for regression quantile processes (Q693744) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Quantile regression without the curse of unsmoothness (Q961840) (← links)
- Estimating the \(p\)-values of robust tests for the linear model (Q1765768) (← links)
- Bootstrapping \(U\)-statistics: applications in least squares and robust regression (Q1940900) (← links)
- Bayesian quantile regression with approximate likelihood (Q2348727) (← links)
- Permutation methods in relative risk regression models (Q2475728) (← links)
- Specification analysis of linear quantile models (Q2512617) (← links)
- Finite sample inference for quantile regression models (Q2630070) (← links)
- Extensions of the Markov chain marginal bootstrap (Q2643036) (← links)
- Smoothed quantile regression with large-scale inference (Q2682954) (← links)
- The reaction of stock market returns to unemployment (Q2691716) (← links)
- Small sample performance of quantile regression confidence intervals (Q4913929) (← links)
- Quantile-Regression Inference With Adaptive Control of Size (Q5242483) (← links)
- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline (Q6625806) (← links)
