Pages that link to "Item:Q5414031"

The following pages link to Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models (Q5414031):

Displaying 50 items.

• Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
• Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
• Local asymptotics for nonparametric quantile regression with regression splines (Q310674) (← links)
• Support vector quantile regression with varying coefficients (Q311308) (← links)
• Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
• Bayesian inference for additive mixed quantile regression models (Q452530) (← links)
• Adaptive local linear quantile regression (Q475704) (← links)
• A quantile varying-coefficient regression approach to length-biased data modeling (Q485909) (← links)
• Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
• Empirical likelihood for quantile regression models with response data missing at random (Q521584) (← links)
• Quantile regression for right-censored and length-biased data (Q692663) (← links)
• Quantile index coefficient model with variable selection (Q730423) (← links)
• Estimating structural changes in regression quantiles (Q737902) (← links)
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
• Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
• Hypothesis testing of varying coefficients for regional quantiles (Q830106) (← links)
• Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting (Q904624) (← links)
• Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence (Q997008) (← links)
• Quantile regression in partially linear varying coefficient models (Q1043714) (← links)
• Smoothed empirical likelihood for quantile regression models with response data missing at random (Q1622098) (← links)
• A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
• Quantile regression methods with varying-coefficient models for censored data (Q1663290) (← links)
• Estimation and variable selection for quantile partially linear single-index models (Q1679574) (← links)
• Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction (Q1724844) (← links)
• Efficient estimation in the partially linear quantile regression model for longitudinal data (Q1746542) (← links)
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
• Two step composite quantile regression for single-index models (Q1800087) (← links)
• Variable selection of varying coefficient models in quantile regression (Q1950855) (← links)
• The \(k\)th power expectile regression (Q2046477) (← links)
• Two-stage estimation and simultaneous confidence band in partially nonlinear additive model (Q2051519) (← links)
• Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
• High-dimensional quantile varying-coefficient models with dimension reduction (Q2075035) (← links)
• Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters (Q2122813) (← links)
• Nonparametric estimation of time varying correlation coefficient (Q2131990) (← links)
• Identification and estimation in quantile varying-coefficient models with unknown link function (Q2177722) (← links)
• Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
• Function-on-scalar quantile regression with application to mass spectrometry proteomics data (Q2194443) (← links)
• Semiparametric quantile regression with random censoring (Q2304246) (← links)
• Weighted quantile regression in varying-coefficient model with longitudinal data (Q2305311) (← links)
• Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
• GEE analysis for longitudinal single-index quantile regression (Q2407069) (← links)
• Quantile regression and variable selection of single-index coefficient model (Q2409394) (← links)
• Local quantile regression (Q2434697) (← links)
• Optimal smoothing in nonparametric conditional quantile derivative function estimation (Q2516320) (← links)
• A new robust inference for predictive quantile regression (Q2697984) (← links)
• Focused Information Criterion and Model Averaging in Quantile Regression (Q2864688) (← links)
• Efficient Estimation of an Additive Quantile Regression Model (Q2911652) (← links)
• (Q4999080) (← links)
• Nonparametric homogeneity pursuit in functional-coefficient models (Q5023851) (← links)
• Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model (Q5036903) (← links)