Pages that link to "Item:Q3626379"
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The following pages link to Weighted quantile regression with nonelliptically structured covariates (Q3626379):
Displaying 10 items.
- On the weighted multivariate Wilcoxon rank regression estimate (Q534429) (← links)
- Modified least trimmed quantile regression to overcome effects of leverage points (Q778639) (← links)
- Robust regression quantiles. (Q1429886) (← links)
- An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR (Q2013645) (← links)
- Weighted quantile regression for longitudinal data (Q2354749) (← links)
- Multiple Case High Leverage Diagnosis in Regression Quantiles (Q2931543) (← links)
- On Fractile Transformation of Covariates in Regression (Q4916468) (← links)
- A General Quantile Function Model for Economic and Financial Time Series (Q5863651) (← links)
- Weighted empirical likelihood for quantile regression with non ignorable missing covariates (Q5866049) (← links)
- Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors (Q6135357) (← links)