Pages that link to "Item:Q805106"
From MaRDI portal
The following pages link to Nonparametric estimates of regression quantiles and their local Bahadur representation (Q805106):
Displaying 50 items.
- Single-index quantile regression (Q117474) (← links)
- Instrumental values (Q280227) (← links)
- Censored regression quantiles with endogenous regressors (Q288346) (← links)
- Endogeneity in quantile regression models: a control function approach (Q289205) (← links)
- Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
- Nonparametric quantile regression for twice censored data (Q358126) (← links)
- A robust and efficient estimation method for single index models (Q391886) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- Adaptive local linear quantile regression (Q475704) (← links)
- Fractional order statistic approximation for nonparametric conditional quantile inference (Q503574) (← links)
- Semiparametric and nonparametric estimation of sample selection models under symmetry (Q530983) (← links)
- Local linear spatial quantile regression (Q605017) (← links)
- Backfitting and smooth backfitting for additive quantile models (Q605930) (← links)
- Weak convergence of sequences of first passage processes and applications (Q678383) (← links)
- A nonparametric approach for quantile regression (Q724304) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
- Set identification via quantile restrictions in short panels (Q738106) (← links)
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
- Single index quantile regression for heteroscedastic data (Q739594) (← links)
- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
- A nonparametric measure of heteroskedasticity (Q830680) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting (Q904624) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- Asymptotic properties of conditional quantile estimator for censored dependent observations (Q907099) (← links)
- Sliced inverse regression in reference curves estimation (Q956902) (← links)
- Self-organizing map visualizing conditional quantile functions with multidimensional covariates (Q959296) (← links)
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions (Q959439) (← links)
- Semiparametric quantile modelling of hierarchical data (Q1034286) (← links)
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression (Q1126090) (← links)
- Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760) (← links)
- Quantile splines with several covariates (Q1298975) (← links)
- \(M\)-estimation, convexity and quantiles (Q1359408) (← links)
- On average derivative quantile regression (Q1359420) (← links)
- Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression (Q1383091) (← links)
- Quantile regression in varying coefficient models. (Q1427801) (← links)
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. (Q1586550) (← links)
- On spline estimators and prediction intervals in nonparametric regression. (Q1589489) (← links)
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
- Partially linear modeling of conditional quantiles using penalized splines (Q1623589) (← links)
- Bayesian non-parametric simultaneous quantile regression for complete and grid data (Q1663119) (← links)
- Conditional quantile estimation based on optimal quantization: from theory to practice (Q1663189) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Empirical mode decomposition combined with local linear quantile regression for automatic boundary correction (Q1724844) (← links)
- Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information (Q1731265) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Dependence and the dimensionality reduction principle (Q1768126) (← links)
