Pages that link to "Item:Q1731265"
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The following pages link to Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information (Q1731265):
Displaying 15 items.
- Maximum weighted likelihood for discrete choice models with a dependently censored covariate (Q508101) (← links)
- An empirical likelihood approach to quantile regression with auxiliary information (Q654462) (← links)
- Confidence intervals for a distribution function in the presence of auxiliary information (Q672078) (← links)
- Smoothed empirical likelihood confidence intervals for quantiles (Q1314450) (← links)
- Empirical likelihood confidence intervals for \(M\)-functionals in the presence of auxiliary information (Q1359768) (← links)
- Smoothed empirical likelihood for quantile regression models with response data missing at random (Q1622098) (← links)
- Smoothed tensor quantile regression estimation for longitudinal data (Q2101389) (← links)
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
- Smoothed empirical likelihood confidence intervals for conditional quantile under randomly left-truncated data (Q2923699) (← links)
- Smoothed empirical likelihood inference for quantile regression (Q4574515) (← links)
- Smoothed quantile regression with nonignorable dropouts (Q5089725) (← links)
- Weighted composite quantile regression method via empirical likelihood for non linear models (Q5154077) (← links)
- Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
- Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data (Q6595025) (← links)
- Two-step online estimation and inference for expected shortfall regression with streaming data (Q6618202) (← links)
