Pages that link to "Item:Q4222481"

The following pages link to Statistical inference on heteroscedastic models based on regression quantiles (Q4222481):

Displaying 15 items.

• Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
• On monotonicity of regression quantile functions (Q935829) (← links)
• Robust weighted LAD regression (Q959399) (← links)
• Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder). (Q1431151) (← links)
• Heteroscedastic regression models and applications to off-line quality control (Q2771549) (← links)
• Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
• Asymptotics for <i>L</i>₁‐estimators of regression parameters under heteroscedasticityY (Q4944640) (← links)
• Constrained quantile regression and heteroskedasticity (Q5078825) (← links)
• STATISTICAL INFERENCE IN QUANTILE REGRESSION FOR ZERO-INFLATED OUTCOMES (Q5089452) (← links)
• Rank score and permutation testing alternatives for regression quantile estimates (Q5290899) (← links)
• Randomized quantile regression estimation for heteroskedastic non parametric model (Q5351748) (← links)
• Conformal Prediction: A Gentle Introduction (Q5885998) (← links)
• Nonparametric inference on smoothed quantile regression process (Q6111522) (← links)
• Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) (← links)
• Efficient Estimation for Models With Nonlinear Heteroscedasticity (Q6620970) (← links)