Pages that link to "Item:Q4970895"
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The following pages link to A fast and efficient implementation of qualitatively constrained quantile smoothing splines (Q4970895):
Displaying 15 items.
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Simultaneous estimation of quantile regression functions using B-splines and total variation penalty (Q1727908) (← links)
- Simultaneous fitting of Bayesian penalised quantile splines (Q1727924) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Conditional analysis for mixed covariates, with application to feed intake of lactating sows (Q2272858) (← links)
- Discussion: A comparison of GAMLSS with quantile regression (Q4970822) (← links)
- (Q5053224) (← links)
- A User-Friendly Computational Framework for Robust Structured Regression with the L<sub>2</sub> Criterion (Q5057231) (← links)
- Multiple smoothing parameters selection in additive regression quantiles (Q5070484) (← links)
- GAMLSS: A distributional regression approach (Q5142208) (← links)
- Improved local quantile regression (Q5142252) (← links)
- Estimation of predictive performance in high-dimensional data settings using learning curves (Q6167040) (← links)
- Flexible specification testing in quantile regression models (Q6196807) (← links)
- Joint modelling of non-crossing additive quantile regression via constrained B-spline varying coefficients (Q6669948) (← links)
