Pages that link to "Item:Q3107987"

The following pages link to Wild bootstrap for quantile regression (Q3107987):

Displaying 48 items.

• Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
• The wild bootstrap, tamed at last (Q90678) (← links)
• Linear quantile mixed models (Q111690) (← links)
• Powerful nonparametric checks for quantile regression (Q338398) (← links)
• Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
• A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
• A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288) (← links)
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
• Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information (Q1731265) (← links)
• Implementing the wild bootstrap using a two-point distribution (Q1934128) (← links)
• Significance testing in quantile regression (Q1951105) (← links)
• Weighted quantile regression for censored data with application to export duration data (Q2010788) (← links)
• Goodness-of-fit tests for quantile regression with missing responses (Q2065273) (← links)
• Projection quantile correlation and its use in high-dimensional grouped variable screening (Q2072410) (← links)
• QANOVA: quantile-based permutation methods for general factorial designs (Q2074683) (← links)
• Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
• Checking the adequacy of functional linear quantile regression model (Q2189121) (← links)
• Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
• Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
• Wild bootstrap estimation in partially linear models with heteroscedasticity (Q2489878) (← links)
• Smoothed quantile regression with large-scale inference (Q2682954) (← links)
• The Wild Bootstrap for Multilevel Models (Q2807608) (← links)
• Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk (Q2852617) (← links)
• A score based approach to wild bootstrap inference (Q2870563) (← links)
• Quantile regression estimation of partially linear additive models (Q2934390) (← links)
• Wild Bootstrap Tests for IV Regression (Q3160936) (← links)
• Bootstrapping regression quantiles (Q3432392) (← links)
• Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors (Q4562735) (← links)
• The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
• Two-step risk analysis in insurance ratemaking (Q4959365) (← links)
• (Q4986363) (← links)
• Model-based bootstrap for detection of regional quantile treatment effects (Q5012348) (← links)
• Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
• Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data (Q5044092) (← links)
• CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION (Q5066778) (← links)
• Quantile-Regression Inference With Adaptive Control of Size (Q5242483) (← links)
• Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
• Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity (Q6193014) (← links)
• Model checking for parametric single-index quantile models (Q6541603) (← links)
• Powerful nonparametric checks for parametric single-index quantile models with missing responses (Q6544022) (← links)
• Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data (Q6579435) (← links)
• Confidence Corridors for Multivariate Generalized Quantile Regression (Q6616598) (← links)
• Estimation and Inference for Multi-Kink Quantile Regression (Q6620934) (← links)
• Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline (Q6625806) (← links)
• Neural Networks for Partially Linear Quantile Regression (Q6626229) (← links)
• Bootstrap Inference for Panel Data Quantile Regression (Q6626231) (← links)