Pages that link to "Item:Q1122262"
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The following pages link to Asymptotic properties of kernel estimators based on local medians (Q1122262):
Displaying 33 items.
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- Adaptive local linear quantile regression (Q475704) (← links)
- A convergent algorithm for quantile regression with smoothing splines (Q672955) (← links)
- Asymptotically optimal estimators of general regression functionals (Q689366) (← links)
- Single index quantile regression for heteroscedastic data (Q739594) (← links)
- Exactly what is being modelled by the systematic component in a heteroscedastic linear regression (Q806931) (← links)
- Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760) (← links)
- Almost sure uniform convergence rates for M-smoothers with non-monotone score functions (Q1209694) (← links)
- A law of the iterated logarithm for \(L_ 1\)-norm kernel estimator of the conditional median (Q1314937) (← links)
- On curve estimation by minimizing mean absolute deviation and its implications (Q1339695) (← links)
- On average derivative quantile regression (Q1359420) (← links)
- Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression (Q1383091) (← links)
- Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
- On spline estimators and prediction intervals in nonparametric regression. (Q1589489) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- Asymptotics for \(L_1\)-wavelet method for nonparametric regression (Q2069557) (← links)
- Estimation of conditional quantiles from data with additional measurement errors (Q2317284) (← links)
- Adaptive quantile regression with precise risk bounds (Q2361010) (← links)
- \(M\)-cross-validation in local median estimation (Q2505408) (← links)
- Nonlinear dimension reduction for conditional quantiles (Q2673348) (← links)
- Asymptotic normality of convergent estimates of conditional quantiles (Q2716936) (← links)
- UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION (Q3224039) (← links)
- Asymptotics of kernel estimators based on local maximum likelihood (Q3432397) (← links)
- A Local Linear Least-Absolute-Deviations Estimator of Volatility (Q3543700) (← links)
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS (Q3632414) (← links)
- Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence (Q4470115) (← links)
- Efficient estimation in local parametric regression analysis (Q4541665) (← links)
- Asymptotic consistency of median regression trees (Q5928933) (← links)
- Two-step estimation of semiparametric censored regression models (Q5939170) (← links)
- On estimating conditional quantiles and distribution functions. (Q5958475) (← links)
- Nonparametric inference on smoothed quantile regression process (Q6111522) (← links)
- Robust nonparametric regression: a review (Q6601089) (← links)
