The following pages link to Quantile smoothing splines (Q4323533):
Displaying 50 items.
- Non-crossing quantile regression via doubly penalized kernel machine (Q2430224) (← links)
- Discussion of ``Local quantile regression'' (Q2434698) (← links)
- Comment on ``Local quantile regression'' (Q2434699) (← links)
- A Frisch-Newton algorithm for sparse quantile regression (Q2508013) (← links)
- Estimating value at risk with semiparametric support vector quantile regression (Q2512755) (← links)
- Quantiles, expectiles and splines (Q2630078) (← links)
- Simultaneous estimation for non-crossing multiple quantile regression with right censored data (Q2631354) (← links)
- Piecewise linear regularized solution paths (Q2642739) (← links)
- Double penalized quantile regression for the linear mixed effects model (Q2661852) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- Comparing time varying regression quantiles under shift invariance (Q2692546) (← 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)
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
- Generalized methods and solvers for noise removal from piecewise constant signals. II: New methods (Q2889165) (← links)
- Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass (Q3008883) (← links)
- Identification of Differential Aberrations in Multiple-Sample Array CGH Studies (Q3013965) (← links)
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints (Q3021199) (← links)
- Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion (Q3077799) (← links)
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data (Q3121183) (← links)
- Design-adaptive nonparametric estimation of conditional quantile derivatives (Q3145385) (← links)
- Unified Noncrossing Multiple Quantile Regressions Tree (Q3391255) (← links)
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions<sup>∗</sup> (Q3432384) (← links)
- Nonparametric<i>M</i>-quantile regression using penalised splines (Q3619660) (← links)
- Non-Crossing Non-Parametric Estimates of Quantile Curves (Q3631464) (← links)
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS (Q3632414) (← links)
- Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions (Q3638851) (← links)
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL (Q4449527) (← links)
- Order-Preserving Nonparametric Regression, With Applications to Conditional Distribution and Quantile Function Estimation (Q4468471) (← links)
- Conditional logspline density estimation (Q4488794) (← links)
- Sampling Lasso quantile regression for large-scale data (Q4563390) (← links)
- Confidence intervals for nonparametric quantile regression: an emphasis on smoothing splines approach (Q4607202) (← links)
- Covariate-Adjusted Reference Intervals for Diagnostic Data (Q4803376) (← links)
- A note on asymptotics for quantile smoothing splines (Q4839317) (← links)
- Asymptotic behaviour of nonparametric conditional quantile estimates for time series (Q4855331) (← links)
- Quantile regression with monotonicity restrictions using P-splines and the L1-norm (Q4970713) (← links)
- Bayesian semiparametric additive quantile regression (Q4970809) (← links)
- Beyond mean regression (Q4970816) (← links)
- A fast and efficient implementation of qualitatively constrained quantile smoothing splines (Q4970895) (← links)
- Comparison of kernel estimators of conditional distribution function and quantile regression under censoring (Q4970896) (← links)
- Expectile and quantile regression—David and Goliath? (Q4971425) (← links)
- (Q4999080) (← links)
- (Q5054660) (← links)
- (Q5066201) (← links)
- Learning Multiple Quantiles With Neural Networks (Q5066505) (← links)
- Multiple smoothing parameters selection in additive regression quantiles (Q5070484) (← links)
- General composite quantile regression: Theory and methods (Q5077417) (← links)
- Estimation in quantile regression models with jump discontinuities (Q5079133) (← links)
- Divided Differences, Falling Factorials, and Discrete Splines: Another Look at Trend Filtering and Related Problems (Q5102287) (← links)
- Regularized boxplot via convex clustering (Q5107387) (← links)
