Pages that link to "Item:Q1061446"

The following pages link to Least absolute deviations estimation for the censored regression model (Q1061446):

Displaying 50 items.

• Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis (Q1994549) (← links)
• Optimality conditions for locally Lipschitz optimization with \(l_0\)-regularization (Q1996752) (← links)
• Inference on functionals under first order degeneracy (Q2000838) (← links)
• Quantile based dimension reduction in censored regression (Q2008106) (← links)
• Weighted quantile regression for censored data with application to export duration data (Q2010788) (← links)
• Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution (Q2011524) (← links)
• Estimating multinomial choice models with unobserved choice sets (Q2074596) (← links)
• Scalable estimation and inference for censored quantile regression process (Q2105200) (← links)
• RCV-based error density estimation in the ultrahigh dimensional additive model (Q2133638) (← links)
• Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
• Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
• A bent line Tobit regression model with application to household financial assets (Q2156806) (← links)
• Single index quantile regression for censored data (Q2176344) (← links)
• An empirical likelihood method for quantile regression models with censored data (Q2227196) (← links)
• Deep learning for quantile regression under right censoring: deepquantreg (Q2242148) (← links)
• Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
• Quantile regression of right-censored length-biased data using the Buckley-James-type method (Q2259807) (← links)
• Composite support vector quantile regression estimation (Q2259813) (← links)
• Error density estimation in high-dimensional sparse linear model (Q2304251) (← links)
• Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method (Q2316307) (← links)
• Exact computation of censored least absolute deviations estimator (Q2330738) (← links)
• Conditional quantile processes based on series or many regressors (Q2330744) (← links)
• Smoothed GMM for quantile models (Q2330749) (← links)
• Novel global harmony search algorithm for least absolute deviation (Q2336607) (← links)
• Model-based clustering of censored data via mixtures of factor analyzers (Q2337326) (← links)
• Trimmed and winsorized semiparametric estimator for left-truncated and right-censored regression models (Q2342937) (← links)
• Quantile regression with censoring and endogeneity (Q2346027) (← links)
• Extremum estimation and numerical derivatives (Q2354853) (← links)
• Group variable selection and estimation in the Tobit censored response model (Q2361224) (← links)
• Change-point estimation for censored regression model (Q2372573) (← links)
• A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model (Q2373692) (← links)
• Focused information criterion and model averaging in censored quantile regression (Q2412759) (← links)
• Finite mixture of regression models for censored data based on scale mixtures of normal distributions (Q2418085) (← links)
• Quantile regression with group Lasso for classification (Q2418274) (← links)
• Approximation to the distribution of LAD estimators for censored regression by random weighting method (Q2491856) (← links)
• Estimators of regression parameters for truncated and censored data (Q2499572) (← links)
• Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)
• Set identification of the censored quantile regression model for short panels with fixed effects (Q2516310) (← links)
• Inference on endogenously censored regression models using conditional moment inequalities (Q2630071) (← links)
• An integrated maximum score estimator for a generalized censored quantile regression model (Q2630166) (← links)
• Identification of panel data models with endogenous censoring (Q2630349) (← links)
• Model checking in Tobit regression via nonparametric smoothing (Q2637601) (← links)
• Robust estimation based on grouped-adjusted data in censored regression models (Q2640285) (← links)
• Quantile regression with censoring and sample selection (Q2697982) (← links)
• The LAD estimation of the change-point linear model with randomly censored data (Q2807696) (← links)
• Correcting data corruption errors for multivariate function approximation (Q2818244) (← links)
• Quantile regression for recurrent gap time data (Q2846445) (← links)
• Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (Q2861819) (← links)
• Bayesian quantile regression for censored data (Q2861952) (← links)
• Measurement errors and censored structural latent variables models (Q2890710) (← links)