Pages that link to "Item:Q930648"

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

Displaying 50 items.

• Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood (Q2208382) (← links)
• An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data (Q2228216) (← links)
• Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
• Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← links)
• Robust communication-efficient distributed composite quantile regression and variable selection for massive data (Q2242035) (← links)
• Composite quantile estimation in partial functional linear regression model based on polynomial spline (Q2244676) (← links)
• Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
• Testing in linear composite quantile regression models (Q2259793) (← links)
• Composite support vector quantile regression estimation (Q2259813) (← links)
• Computation and application of robust data-driven bandwidth selection for gradient function estimation (Q2279600) (← links)
• Weighted composite quantile regression for single index model with missing covariates at random (Q2282597) (← links)
• Identification of Wiener model with internal noise using a cubic spline approximation-Bayesian composite quantile regression algorithm (Q2290958) (← links)
• Bayesian bridge-randomized penalized quantile regression (Q2291307) (← links)
• Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
• Composite quantile regression estimation of linear error-in-variable models using instrumental variables (Q2303030) (← links)
• Composite quantile estimation in partial functional linear regression model with dependent errors (Q2312031) (← links)
• Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
• Weighted quantile regression and testing for varying-coefficient models with randomly truncated data (Q2316750) (← links)
• Composite versus model-averaged quantile regression (Q2317267) (← links)
• Adaptive fused LASSO in grouped quantile regression (Q2323263) (← links)
• Robust check loss-based inference of semiparametric models and its application in environmental data (Q2332669) (← links)
• Empirical likelihood based modal regression (Q2340393) (← links)
• Empirical likelihood for composite quantile regression modeling (Q2346499) (← links)
• Quantile regression and variable selection of partial linear single-index model (Q2352452) (← links)
• Composite change point estimation for bent line quantile regression (Q2397049) (← links)
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
• Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
• Regularized partially functional quantile regression (Q2400814) (← links)
• Model-free feature screening via a modified composite quantile correlation (Q2407077) (← links)
• Hypothesis testing for regional quantiles (Q2411292) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)
• Sparse wavelet estimation in quantile regression with multiple functional predictors (Q2416736) (← links)
• Robust exponential squared loss-based estimation in semi-functional linear regression models (Q2418053) (← links)
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
• Rejoinder on: ``Local quantile regression'' (Q2434701) (← links)
• Marked empirical processes for non-stationary time series (Q2435236) (← links)
• Robust estimation for partially linear models with large-dimensional covariates (Q2441137) (← links)
• Adaptive robust variable selection (Q2448733) (← links)
• On efficient dimension reduction with respect to a statistical functional of interest (Q2448735) (← links)
• New efficient estimation and variable selection in models with single-index structure (Q2453903) (← links)
• Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
• Efficient estimation and variable selection for infinite variance autoregressive models (Q2511112) (← links)
• Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
• Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
• Simultaneous variable selection and parametric estimation for quantile regression (Q2513796) (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
• Adaptive group Lasso selection in quantile models (Q2633421) (← links)
• Feature screening for high-dimensional survival data via censored quantile correlation (Q2661951) (← links)
• Bayesian joint-quantile regression (Q2667013) (← links)
• Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)