Pages that link to "Item:Q930648"

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

Displaying 50 items.

• Estimation for the censored partially linear quantile regression models (Q5085032) (← links)
• Smoothed quantile regression with nonignorable dropouts (Q5089725) (← links)
• Dimension reduction via local rank regression (Q5106774) (← links)
• Rapid penalized likelihood-based outlier detection via heteroskedasticity test (Q5106847) (← links)
• Wavelet-based LASSO in functional linear quantile regression (Q5107381) (← links)
• Regularized boxplot via convex clustering (Q5107387) (← links)
• Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking (Q5107785) (← links)
• Sparse group variable selection based on quantile hierarchical Lasso (Q5128673) (← links)
• Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models (Q5130541) (← links)
• Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study (Q5138229) (← links)
• Bayesian composite Tobit quantile regression (Q5139034) (← links)
• Weighted composite quantile regression for partially linear varying coefficient models (Q5154052) (← links)
• Weighted composite quantile regression method via empirical likelihood for non linear models (Q5154077) (← links)
• Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data (Q5154093) (← links)
• Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
• Bayesian Lasso-mixed quantile regression (Q5219945) (← links)
• Bayesian composite quantile regression (Q5220938) (← links)
• A note on the efficiency of composite quantile regression (Q5222410) (← links)
• Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects (Q5256290) (← links)
• Semiparametric Hierarchical Composite Quantile Regression (Q5259108) (← links)
• Empirical likelihood weighted composite quantile regression with partially missing covariates (Q5266558) (← links)
• Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument (Q5266561) (← links)
• Assessing quantile prediction with censored quantile regression models (Q5283307) (← links)
• Robust Variable Selection With Exponential Squared Loss (Q5327292) (← links)
• Efficient estimation for time-varying coefficient longitudinal models (Q5375952) (← links)
• (Q5381113) (← links)
• Focused information criterion and model averaging based on weighted composite quantile regression (Q5418630) (← links)
• Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function (Q5860966) (← links)
• An elastic-net penalized expectile regression with applications (Q5861466) (← links)
• Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
• Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators (Q5887980) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965560) (← links)
• Data Integration in High Dimension With Multiple Quantiles (Q6039864) (← links)
• Composite quantile estimation for kink model with longitudinal data (Q6043142) (← links)
• Jackknife model averaging for high‐dimensional quantile regression (Q6056143) (← links)
• Robust variable selection with exponential squared loss for partially linear spatial autoregressive models (Q6058527) (← links)
• Matching distributions for survival data (Q6059394) (← links)
• Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i>₂ (Q6059430) (← links)
• Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
• Robust and efficient estimation of nonparametric generalized linear models (Q6064244) (← links)
• Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood (Q6064661) (← links)
• Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
• Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions (Q6069861) (← links)
• Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates (Q6069869) (← links)
• Global debiased DC estimations for biased estimators via pro forma regression (Q6075574) (← links)
• Distributed penalized modal regression for massive data (Q6076832) (← links)
• Quantile Regression for Nonignorable Missing Data with Its Application of Analyzing Electronic Medical Records (Q6079687) (← links)
• Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression (Q6091721) (← links)
• Nonparametric inference on smoothed quantile regression process (Q6111522) (← links)
• Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression (Q6115528) (← links)