Pages that link to "Item:Q2905109"

The following pages link to New efficient and robust estimation in varying-coefficient models with heteroscedasticity (Q2905109):

Displaying 29 items.

• Efficient estimation for the heteroscedastic single-index varying coefficient models (Q273701) (← links)
• Estimation and test procedures for composite quantile regression with covariates missing at random (Q464458) (← links)
• Weighted local linear CQR for varying-coefficient models with missing covariates (Q497864) (← links)
• Estimation and inference of combining quantile and least-square regressions with missing data (Q684064) (← links)
• An improved and efficient estimation method for varying-coefficient model with missing covariates (Q900966) (← links)
• Quantile regression in heteroscedastic varying coefficient models (Q1622100) (← links)
• Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
• Efficient estimation of the error distribution in a varying coefficient regression model (Q1695546) (← links)
• Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274) (← links)
• Two step composite quantile regression for single-index models (Q1800087) (← links)
• Variable selection in high-dimensional partially linear additive models for composite quantile regression (Q1800107) (← links)
• Testing in linear composite quantile regression models (Q2259793) (← links)
• Composite quantile regression estimation of linear error-in-variable models using instrumental variables (Q2303030) (← links)
• Weighted quantile regression and testing for varying-coefficient models with randomly truncated data (Q2316750) (← links)
• Robust check loss-based inference of semiparametric models and its application in environmental data (Q2332669) (← links)
• Jump-detection-based estimation in time-varying coefficient models and empirical applications (Q2404166) (← links)
• Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
• Bayesian joint-quantile regression (Q2667013) (← links)
• (Q3109112) (← links)
• Testing the heteroscedastic error structure in quantile varying coefficient models (Q4960916) (← links)
• Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking (Q5107785) (← links)
• Weighted composite quantile regression for partially linear varying coefficient models (Q5154052) (← links)
• Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors (Q5222451) (← links)
• Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models (Q5259138) (← links)
• Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators (Q5887980) (← links)
• Improved multiple quantile regression estimation with nonignorable dropouts (Q6101004) (← links)
• Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data (Q6579435) (← links)
• Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model (Q6581314) (← links)
• Robust nonparametric regression: a review (Q6601089) (← links)