Pages that link to "Item:Q930648"

The following pages link to Composite quantile regression and the oracle model selection theory (Q930648):

Displaying 50 items.

• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
• Robust Bayesian regularized estimation based on \(t\) regression model (Q1657886) (← links)
• Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression (Q1658381) (← links)
• Composite quantile regression for correlated data (Q1658431) (← links)
• A propensity score adjustment method for regression models with nonignorable missing covariates (Q1660142) (← links)
• Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random (Q1662031) (← links)
• Quantile regression methods with varying-coefficient models for censored data (Q1663290) (← links)
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
• Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
• An effective method to reduce the computational complexity of composite quantile regression (Q1695421) (← links)
• A weighted Wilcoxon estimate for the covariate-specific ROC curve (Q1701258) (← links)
• The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty (Q1727908) (← links)
• Robust estimation and empirical likelihood inference with exponential squared loss for panel data models (Q1787341) (← links)
• Forecaster's dilemma: extreme events and forecast evaluation (Q1790391) (← links)
• Linear double autoregression (Q1792485) (← links)
• Two step composite quantile regression for single-index models (Q1800087) (← links)
• Variable selection in high-dimensional partially linear additive models for composite quantile regression (Q1800107) (← links)
• Significance testing in quantile regression (Q1951105) (← links)
• Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
• Advanced algorithms for penalized quantile and composite quantile regression (Q1995843) (← links)
• Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates (Q1995860) (← links)
• Robust estimation of a location parameter with the integrated Hogg function (Q2006764) (← links)
• Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models (Q2010462) (← links)
• Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data (Q2010817) (← links)
• A note on quantile feature screening via distance correlation (Q2010823) (← links)
• Quantile regression under local misspecification (Q2025221) (← links)
• Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520) (← links)
• Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts (Q2042529) (← links)
• Sentiment analysis with covariate-assisted word embeddings (Q2044406) (← links)
• Predicting disease risks by matching quantiles estimation for censored data (Q2047722) (← links)
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
• Optimal subsampling for composite quantile regression in big data (Q2093142) (← links)
• Scoring predictions at extreme quantiles (Q2106823) (← links)
• A lack-of-fit test for quantile regression process models (Q2107580) (← links)
• CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
• An efficient estimation for the parameter in additive partially linear models with missing covariates (Q2131935) (← links)
• Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression (Q2134998) (← links)
• A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference (Q2138633) (← links)
• Inference in functional linear quantile regression (Q2140865) (← links)
• Fast quantile regression in reproducing kernel Hilbert space (Q2151599) (← links)
• Single-index composite quantile regression for ultra-high-dimensional data (Q2161022) (← links)
• Multi-round smoothed composite quantile regression for distributed data (Q2164793) (← links)
• Optimal subsampling for composite quantile regression model in massive data (Q2165835) (← links)
• Integrated quantile rank test (iQRAT) for gene-level associations (Q2170394) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• GMM quantile regression (Q2172015) (← links)
• Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
• Robust estimation for partial functional linear regression model based on modal regression (Q2200112) (← links)
• Single-index composite quantile regression for massive data (Q2201561) (← links)