Pages that link to "Item:Q4944640"
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The following pages link to Asymptotics for <i>L</i><sub>1</sub>‐estimators of regression parameters under heteroscedasticityY (Q4944640):
Displaying 19 items.
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- Hierarchically penalized quantile regression with multiple responses (Q1622121) (← links)
- Limiting distributions for \(L_1\) regression estimators under general conditions (Q1807095) (← links)
- \(L_1\)-estimation in linear models with heterogeneous white noise (Q1808685) (← links)
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
- Regularized partially functional quantile regression (Q2400814) (← links)
- On the second order behaviour of the bootstrap of \(L_1\) regression estimators (Q2834315) (← links)
- Tractable Bayesian Variable Selection: Beyond Normality (Q3121566) (← links)
- LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES (Q3577708) (← links)
- Bounded influence regression in the presence of heteroskedasticity of unknown form (Q3973911) (← links)
- SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR (Q4540749) (← links)
- A resampling method by perturbing the estimating functions for quantile regression with missing data (Q4638857) (← links)
- (Q4986363) (← links)
- Hierarchically penalized quantile regression (Q5222337) (← links)
- ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
- Sample heterogeneity and M-estimation (Q5931392) (← links)
