The following pages link to Robust regression quantiles. (Q1429886):
Displaying 19 items.
- Mini-workshop: Frontiers in quantile regression. Abstracts from the mini-workshop held November 25 -- December 1, 2012. (Q343368) (← links)
- Regression quantiles and their two-step modifications (Q426697) (← links)
- The least trimmed quantile regression (Q434955) (← links)
- Quantity quantiles linear regression (Q734460) (← links)
- Modified least trimmed quantile regression to overcome effects of leverage points (Q778639) (← links)
- Censored depth quantiles (Q1023489) (← links)
- A minimax-bias property of the least \(\alpha\)-quantile estimates (Q1317253) (← links)
- An Anscombe type robust regression statistic (Q1352103) (← links)
- Robust regression quantiles. (Q1429886) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- Nonparametric regression M-quantiles (Q1824314) (← links)
- General matching quantiles M-estimation (Q2181544) (← links)
- Risk measures in a quantile regression credibility framework with Fama/French data applications (Q2397859) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- Multiple Case High Leverage Diagnosis in Regression Quantiles (Q2931543) (← links)
- <i>M</i>-quantiles (Q3799497) (← links)
- An effective method for computing regression quantiles (Q4004580) (← links)
- Robust Winsorized Regression Using Bootstrap Approach (Q5305492) (← links)
- Robust scalar-on-function partial quantile regression (Q6579814) (← links)
