Pages that link to "Item:Q488595"

The following pages link to Variable selection in quantile regression when the models have autoregressive errors (Q488595):

Displaying 7 items.

• Quantile regression for linear models with autoregressive errors using EM algorithm (Q1729300) (← links)
• Identification of Wiener model with internal noise using a cubic spline approximation-Bayesian composite quantile regression algorithm (Q2290958) (← links)
• Likelihood-based quantile autoregressive distributed lag models and its applications (Q5036968) (← links)
• Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (Q5086189) (← links)
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation (Q5107502) (← links)
• Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
• Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (Q6541121) (← links)