Pages that link to "Item:Q4541271"
From MaRDI portal
The following pages link to Goodness of Fit and Related Inference Processes for Quantile Regression (Q4541271):
Displaying 50 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Linear quantile mixed models (Q111690) (← links)
- Quantile composite-based path modeling (Q111774) (← links)
- Single-index quantile regression (Q117474) (← links)
- Quality of fit measurement in regression quantiles: an elemental set method approach (Q273823) (← links)
- Markov regime-switching quantile regression models and financial contagion detection (Q282262) (← links)
- Bayesian regularized regression based on composite quantile method (Q287904) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Bayesian variable selection in binary quantile regression (Q312122) (← links)
- Quantile regression with clustered data (Q312355) (← links)
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
- Model selection in binary and Tobit quantile regression using the Gibbs sampler (Q433242) (← links)
- The least trimmed quantile regression (Q434955) (← links)
- Bayesian inference for additive mixed quantile regression models (Q452530) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Imputation based statistical inference for partially linear quantile regression models with missing responses (Q504185) (← links)
- Bayesian variable selection in quantile regression using the Savage-Dickey density ratio (Q530387) (← links)
- Statistical downscaling of extreme precipitation events using extreme value theory (Q549636) (← links)
- Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
- A nonparametric approach for quantile regression (Q724304) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Partial quantile regression (Q745476) (← links)
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters (Q746190) (← links)
- Simultaneous estimation of linear conditional quantiles with penalized splines (Q746864) (← links)
- Simplified R-vine based forward regression (Q829728) (← links)
- Hypothesis testing of varying coefficients for regional quantiles (Q830106) (← links)
- Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
- Semiparametric quantile modelling of hierarchical data (Q1034286) (← links)
- Interquantile shrinkage and variable selection in quantile regression (Q1615197) (← links)
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
- Tests for structural break in quantile regressions (Q1633260) (← links)
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression (Q1658381) (← links)
- Bayesian model selection in ordinal quantile regression (Q1658985) (← links)
- Mixtures of quantile regressions (Q1660201) (← links)
- Bayesian quantile regression using the skew exponential power distribution (Q1663095) (← links)
- A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288) (← links)
- Bayesian analysis of penalized quantile regression for longitudinal data (Q1685287) (← links)
- High quantile regression for extreme events (Q1690455) (← links)
- A fast imputation algorithm in quantile regression (Q1729299) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
- Linear double autoregression (Q1792485) (← links)
- Conjugate priors and variable selection for Bayesian quantile regression (Q1800091) (← links)
- Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
- Bayesian quantile regression for parametric nonlinear mixed effects models (Q1934287) (← links)
- Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions (Q2008615) (← links)
