Pages that link to "Item:Q930648"
From MaRDI portal
The following pages link to Composite quantile regression and the oracle model selection theory (Q930648):
Displaying 50 items.
- Survival prediction model for right-censored data based on improved composite quantile regression neural network (Q2688365) (← links)
- Communication-efficient sparse composite quantile regression for distributed data (Q2696327) (← links)
- Composite quantile periodogram for spectral analysis (Q2789389) (← links)
- Composite quantile regression for varying-coefficient single-index models (Q2815983) (← links)
- Adaptively weighted kernel regression (Q2863054) (← links)
- Focused Information Criterion and Model Averaging in Quantile Regression (Q2864688) (← links)
- Variable selection for partially linear varying coefficient quantile regression model (Q2921510) (← links)
- New robust variable selection methods for linear regression models (Q2922164) (← links)
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION (Q2936836) (← links)
- HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (Q2937711) (← links)
- A new model selection procedure based on dynamic quantile regression (Q2953289) (← links)
- Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
- Partially linear estimation using sufficient dimension reduction (Q2954221) (← links)
- Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection (Q2979579) (← links)
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints (Q3021199) (← links)
- Model averaging for multiple quantile regression with covariates missing at random (Q3389598) (← links)
- Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models (Q3390468) (← links)
- Unified Noncrossing Multiple Quantile Regressions Tree (Q3391255) (← links)
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method (Q3637007) (← links)
- Sampling Lasso quantile regression for large-scale data (Q4563390) (← links)
- Composite quantile regression for massive datasets (Q4580023) (← links)
- Estimation and variable selection in single-index composite quantile regression (Q4607357) (← links)
- A predictive leverage statistic for quantile regression with measurement errors (Q4638830) (← links)
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453) (← links)
- Adaptive composite quantile regressions and their asymptotic relative efficiency (Q4960583) (← links)
- A two-stage procedure to pool information across quantile levels in linear quantile regression (Q4960727) (← links)
- (Q4999010) (← links)
- Adaptive elastic-net selection in a quantile model with diverging number of variable groups (Q4999858) (← links)
- Quantile regression estimation for distortion measurement error data (Q5031700) (← links)
- Model averaging based on rank (Q5036455) (← links)
- Quantile regression for general spatial panel data models with fixed effects (Q5036964) (← links)
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data (Q5037835) (← links)
- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
- Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data (Q5044092) (← links)
- Two-stage local rank estimation for generalised partially linear varying-coefficient models (Q5051323) (← links)
- A Generalized Quantile Tree Method for Subgroup Identification (Q5057092) (← links)
- Improving linear quantile regression for replicated data (Q5058305) (← links)
- Learning Multiple Quantiles With Neural Networks (Q5066505) (← links)
- A model selection method based on the adaptive LASSO-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis (Q5075491) (← links)
- General composite quantile regression: Theory and methods (Q5077417) (← links)
- B-spline estimation for partially linear varying coefficient composite quantile regression models (Q5077901) (← links)
- A robust regression methodology via M-estimation (Q5078400) (← links)
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data (Q5079845) (← links)
- A new robust model-free feature screening method for ultra-high dimensional right censored data (Q5079904) (← links)
- Weighted composite quantile regression with censoring indicators missing at random (Q5079994) (← links)
- Regression estimation via information-weighted composite models with different dimensions (Q5082635) (← links)
- Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies (Q5082658) (← links)
- Estimation in partial linear model with spline modal function (Q5082778) (← links)
- Shrinkage estimation for identification of linear components in composite quantile additive models (Q5083888) (← links)