Pages that link to "Item:Q5754891"
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The following pages link to Nonparametric Estimation of an Additive Quantile Regression Model (Q5754891):
Displaying 50 items.
- Single-index quantile regression (Q117474) (← links)
- Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
- Variable selection for additive partial linear quantile regression with missing covariates (Q321935) (← links)
- Component selection in additive quantile regression models (Q397238) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- Bayesian inference for additive mixed quantile regression models (Q452530) (← links)
- Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Backfitting and smooth backfitting for additive quantile models (Q605930) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
- Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes (Q741812) (← links)
- Simultaneous estimation of linear conditional quantiles with penalized splines (Q746864) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Estimation of additive quantile regression (Q907098) (← links)
- Two-stage local M-estimation of additive models (Q946384) (← links)
- Partially linear modeling of conditional quantiles using penalized splines (Q1623589) (← links)
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
- Conditional quantile estimation based on optimal quantization: from theory to practice (Q1663189) (← links)
- Estimation and variable selection for quantile partially linear single-index models (Q1679574) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
- Pursuit of dynamic structure in quantile additive models with longitudinal data (Q1799871) (← links)
- Estimation of general semi-parametric quantile regression (Q1937201) (← links)
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data (Q1952046) (← links)
- Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406) (← links)
- Quantile regression methods for first-price auctions (Q2074589) (← links)
- High-dimensional quantile varying-coefficient models with dimension reduction (Q2075035) (← links)
- Identification and estimation in quantile varying-coefficient models with unknown link function (Q2177722) (← links)
- Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models (Q2254165) (← links)
- Semiparametric quantile regression with random censoring (Q2304246) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Two stage smoothing in additive models with missing covariates (Q2338221) (← links)
- Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
- GEE analysis for longitudinal single-index quantile regression (Q2407069) (← links)
- Local quantile regression (Q2434697) (← links)
- Additive inverse regression models with convolution-type operators (Q2441045) (← links)
- Two-stage local Walsh average estimation of generalized varying coefficient models (Q2516049) (← links)
- Estimation of panel data partly specified Tobit regression with fixed effects (Q2516306) (← links)
- Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
- A Quantile Regression Model for Time-Series Data in the Presence of Additive Components (Q2796937) (← links)
- Estimation for the Power-transformed Varying-coefficient Quantile Regression Model (Q2859304) (← links)
- Efficient Estimation of an Additive Quantile Regression Model (Q2911652) (← links)
- Comparing Conditional Quantile Curves (Q2911653) (← links)
- Quantile regression estimation of partially linear additive models (Q2934390) (← links)
- Modelling functional additive quantile regression using support vector machines approach (Q2934397) (← links)
- Variable selection in additive quantile regression using nonconcave penalty (Q2953973) (← links)
- UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH (Q2981831) (← links)
