Pages that link to "Item:Q4530929"

The following pages link to Bootstrap Methods for Median Regression Models (Q4530929):

Displaying 50 items.

• Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
• Smoothed quantile regression for panel data (Q284303) (← links)
• A smoothed least squares estimator for threshold regression models (Q289180) (← links)
• Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
• Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
• Bayesian empirical likelihood for quantile regression (Q447855) (← links)
• Inverse censoring weighted median regression (Q537404) (← links)
• Empirical likelihood for quantile regression models with longitudinal data (Q622464) (← links)
• Nearly root-\(n\) approximation for regression quantile processes (Q693744) (← links)
• Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
• Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
• A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
• Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
• The second-order bias of quantile estimators (Q1627013) (← links)
• A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
• Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information (Q1731265) (← links)
• Generalized indirect inference for discrete choice models (Q1754519) (← links)
• Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
• Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
• Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
• Weighted quantile regression for censored data with application to export duration data (Q2010788) (← links)
• Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406) (← links)
• Adaptive quantile regressions for massive datasets (Q2065319) (← links)
• Multi-round smoothed composite quantile regression for distributed data (Q2164793) (← links)
• GMM quantile regression (Q2172015) (← links)
• Variable importance assessments and backward variable selection for multi-sample problems (Q2237823) (← links)
• Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
• Quantile regression under memory constraint (Q2284373) (← links)
• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530) (← links)
• Smoothed GMM for quantile models (Q2330749) (← links)
• Nonparametric identification and estimation of transformation models (Q2354851) (← links)
• Model-free model-fitting and predictive distributions (Q2392912) (← links)
• GEE analysis for longitudinal single-index quantile regression (Q2407069) (← links)
• Specification analysis of linear quantile models (Q2512617) (← links)
• Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
• Smoothed quantile regression with large-scale inference (Q2682954) (← links)
• SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS (Q2847585) (← links)
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
• Finite Sample Properties of the QME (Q3155626) (← links)
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
• EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL (Q4449527) (← links)
• Least absolute value regression: recent contributions (Q4665923) (← links)
• New estimation for heteroscedastic single-index measurement error models (Q5030938) (← links)
• Quantile regression modeling of latent trajectory features with longitudinal data (Q5036944) (← links)
• Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
• (Q5148971) (← links)
• (Q5214200) (← links)
• Efficient quantile regression for heteroscedastic models (Q5220890) (← links)
• Alternative measures of between‐study heterogeneity in meta‐analysis: Reducing the impact of outlying studies (Q5347413) (← links)