Pages that link to "Item:Q5413274"
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The following pages link to Focused model selection in quantile regression (Q5413274):
Displaying 10 items.
- Model averaging procedure for varying-coefficient partially linear models with missing responses (Q1657871) (← links)
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
- Focused information criterion and model averaging in censored quantile regression (Q2412759) (← links)
- Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
- A High‐dimensional Focused Information Criterion (Q4637090) (← links)
- Model selection and model averaging for semiparametric partially linear models with missing data (Q5022780) (← links)
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data (Q5082709) (← links)
- The focussed information criterion for generalised linear regression models for time series (Q6081853) (← links)
- Computing finite mixture estimators in the tails (Q6138121) (← links)
- High-dimensional model averaging for quantile regression (Q6554768) (← links)