Pages that link to "Item:Q4944640"
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The following pages link to Asymptotics for <i>L</i><sub>1</sub>‐estimators of regression parameters under heteroscedasticityY (Q4944640):
Displayed 5 items.
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
- LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES (Q3577708) (← links)
- Sample heterogeneity and M-estimation (Q5931392) (← links)