Pages that link to "Item:Q4632620"

The following pages link to Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression (Q4632620):

Displaying 50 items.

• Robust estimation and regression with parametric quantile functions (Q111833) (← links)
• Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
• Weighted composite quantile regression for single-index models (Q276965) (← links)
• Estimation of linear composite quantile regression using EM algorithm (Q310670) (← links)
• Robust reduced-rank modeling via rank regression (Q338394) (← links)
• Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data (Q386299) (← links)
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data (Q419227) (← links)
• Local Walsh-average regression for semiparametric varying-coefficient models (Q451164) (← links)
• Single-index composite quantile regression (Q457304) (← links)
• Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
• Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
• Composite quantile regression for single-index models with asymmetric errors (Q736595) (← links)
• Local Walsh-average regression (Q765825) (← links)
• Robust estimation of nonparametric function via addition sequence (Q827000) (← links)
• Hypothesis testing of varying coefficients for regional quantiles (Q830106) (← links)
• Composite quantile regression estimation for left censored response longitudinal data (Q1617021) (← links)
• Estimation and variable selection for partially functional linear models (Q1622116) (← links)
• Composite quantile regression for correlated data (Q1658431) (← links)
• A propensity score adjustment method for regression models with nonignorable missing covariates (Q1660142) (← links)
• Quantile regression methods with varying-coefficient models for censored data (Q1663290) (← links)
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
• Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
• An effective method to reduce the computational complexity of composite quantile regression (Q1695421) (← links)
• Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
• Two step composite quantile regression for single-index models (Q1800087) (← links)
• Advanced algorithms for penalized quantile and composite quantile regression (Q1995843) (← links)
• Robust estimation of a location parameter with the integrated Hogg function (Q2006764) (← links)
• Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← links)
• Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models (Q2010462) (← links)
• Quantile regression and variable selection for partially linear model with randomly truncated data (Q2010786) (← links)
• Rank-based shrinkage estimation for identification in semiparametric additive models (Q2010793) (← links)
• Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520) (← links)
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
• \(L_1\)-estimation for covariate-adjusted regression (Q2069356) (← links)
• Optimal subsampling for composite quantile regression in big data (Q2093142) (← links)
• A lack-of-fit test for quantile regression process models (Q2107580) (← links)
• CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
• Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression (Q2134998) (← links)
• Single-index composite quantile regression for ultra-high-dimensional data (Q2161022) (← links)
• Multi-round smoothed composite quantile regression for distributed data (Q2164793) (← links)
• Optimal subsampling for composite quantile regression model in massive data (Q2165835) (← links)
• Integrated quantile rank test (iQRAT) for gene-level associations (Q2170394) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Robust communication-efficient distributed composite quantile regression and variable selection for massive data (Q2242035) (← links)
• Testing in linear composite quantile regression models (Q2259793) (← links)
• Composite support vector quantile regression estimation (Q2259813) (← links)
• Computation and application of robust data-driven bandwidth selection for gradient function estimation (Q2279600) (← links)
• Weighted composite quantile regression for single index model with missing covariates at random (Q2282597) (← links)
• Bayesian bridge-randomized penalized quantile regression (Q2291307) (← links)
• Composite quantile regression estimation of linear error-in-variable models using instrumental variables (Q2303030) (← links)