Pages that link to "Item:Q1824314"
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The following pages link to Nonparametric regression M-quantiles (Q1824314):
Displaying 17 items.
- A convergent algorithm for quantile regression with smoothing splines (Q672955) (← links)
- Quantile regression: A nonparametric approach (Q804148) (← links)
- Nonparametric estimates of regression quantiles and their local Bahadur representation (Q805106) (← links)
- Exactly what is being modelled by the systematic component in a heteroscedastic linear regression (Q806931) (← links)
- Asymptotic maximal deviation of M-smoothers (Q1117633) (← links)
- Conditional \(L_ p\)-quantiles and their application to the testing of symmetry in non-parametric regression (Q1126090) (← links)
- On \(M\)-estimators and normal quantiles. (Q1434011) (← links)
- About monotone regression quantiles. (Q1567324) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators (Q3462374) (← links)
- <i>M</i>-quantiles (Q3799497) (← links)
- On nonparametric regression estimators based on regression quantiles (Q3802410) (← links)
- (Q4034327) (← links)
- Asymptotic representation theory for nonstandard conditional quantiles (Q4651101) (← links)
- On estimating conditional quantiles and distribution functions. (Q5958475) (← links)
- A robust approach for inference on style analysis coefficients (Q6580661) (← links)
