Pages that link to "Item:Q4807265"
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The following pages link to ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM (Q4807265):
Displaying 25 items.
- Quantile regression methods for recursive structural equation models (Q278192) (← links)
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- Conditional empirical likelihood for quantile regression models (Q506571) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Quantile regression with varying coefficients (Q997372) (← links)
- Tests for structural break in quantile regressions (Q1633260) (← links)
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data (Q1952046) (← links)
- Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
- Semiparametric efficiency for partially linear single-index regression models (Q2252907) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- \(DS\)-optimal designs for random coefficient first-degree regression model with heteroscedastic errors (Q2407488) (← links)
- Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity (Q2493554) (← links)
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION (Q2936836) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form (Q3440744) (← links)
- Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions (Q3785795) (← links)
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL (Q4449527) (← links)
- ARCH tests and quantile regressions (Q4826350) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- EFFICIENT SEMIPARAMETRIC SEEMINGLY UNRELATED QUANTILE REGRESSION ESTIMATION (Q5411521) (← links)
- ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
- Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors (Q5861012) (← links)
- Heteroscedasticity identification and variable selection via multiple quantile regression (Q6552567) (← links)
- Smoothing Quantile Regressions (Q6617759) (← links)
