Pages that link to "Item:Q5093220"
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The following pages link to Weighted composite quantile regression estimation of DTARCH models (Q5093220):
Displaying 16 items.
- Estimation of linear composite quantile regression using EM algorithm (Q310670) (← links)
- Penalized regression across multiple quantiles under random censoring (Q746873) (← links)
- Robust and efficient estimation with weighted composite quantile regression (Q1619607) (← links)
- Robust empirical likelihood for partially linear models via weighted composite quantile regression (Q1643001) (← links)
- Composite quantile regression for correlated data (Q1658431) (← links)
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274) (← links)
- Linear double autoregression (Q1792485) (← links)
- Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models (Q2010462) (← links)
- Spatial quantile estimation of multivariate threshold time series models (Q2146847) (← links)
- Bayesian bridge-randomized penalized quantile regression (Q2291307) (← links)
- Composite versus model-averaged quantile regression (Q2317267) (← links)
- Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies (Q5082658) (← links)
- Robust modelling of DTARCH models (Q5703223) (← links)
- Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function (Q5860966) (← links)
- Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
- Composite expectile estimation in partial functional linear regression model (Q6596188) (← links)
