Pages that link to "Item:Q1757274"
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The following pages link to Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274):
Displaying 13 items.
- Stepwise multiple quantile regression estimation using non-crossing constraints (Q440104) (← links)
- Quantile regression for nonlinear mixed effects models: a likelihood based perspective (Q779702) (← links)
- Quantile regression in varying coefficient models. (Q1427801) (← links)
- Quantile regression in heteroscedastic varying coefficient models (Q1622100) (← links)
- Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models (Q2010782) (← links)
- Pseudo-quantile functional data clustering (Q2181734) (← links)
- Estimation of non-crossing quantile regression curves (Q2788940) (← links)
- Noncrossing quantile regression curve estimation (Q3067010) (← links)
- Time-varying coefficient model estimation through radial basis functions (Q5093028) (← links)
- Quantile varying-coefficient structural equation model (Q6122758) (← links)
- No-Crossing Single-Index Quantile Regression Curve Estimation (Q6190329) (← links)
- Hypothesis testing for varying coefficient models in tail index regression (Q6581354) (← links)
- Parametric estimation of non-crossing quantile functions (Q6669922) (← links)
