Pages that link to "Item:Q580842"

The following pages link to A note on L-estimates for linear models (Q580842):

Displaying 45 items.

• On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood (Q288264) (← links)
• Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
• Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
• One-step L-estimators for the linear model (Q1109452) (← links)
• An effective method to reduce the computational complexity of composite quantile regression (Q1695421) (← links)
• Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274) (← links)
• Linear double autoregression (Q1792485) (← links)
• Quantile regression for longitudinal data (Q1882935) (← links)
• Bayesian quantile regression for parametric nonlinear mixed effects models (Q1934287) (← links)
• Restricted regression quantiles (Q1969725) (← links)
• Robust estimation of a location parameter with the integrated Hogg function (Q2006764) (← links)
• Adaptive quantile regressions for massive datasets (Q2065319) (← links)
• Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
• Group penalized quantile regression (Q2082458) (← links)
• Scoring predictions at extreme quantiles (Q2106823) (← links)
• Inference in functional linear quantile regression (Q2140865) (← links)
• GMM quantile regression (Q2172015) (← links)
• Composite versus model-averaged quantile regression (Q2317267) (← links)
• Composite change point estimation for bent line quantile regression (Q2397049) (← links)
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
• Bayesian joint-quantile regression (Q2667013) (← links)
• Estimation of non-crossing quantile regression curves (Q2788940) (← links)
• A quantile survival model for censored data (Q2802837) (← links)
• Adaptively weighted kernel regression (Q2863054) (← links)
• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION (Q2936836) (← links)
• HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (Q2937711) (← links)
• A note on reduction of the number of parameters in linear statistical models (Q3117979) (← links)
• (Q3324864) (← links)
• Unified Noncrossing Multiple Quantile Regressions Tree (Q3391255) (← links)
• (Q4351658) (← links)
• Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
• (Q4852940) (← links)
• Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
• Adaptive composite quantile regressions and their asymptotic relative efficiency (Q4960583) (← links)
• Quantile regression for rating teams (Q4970894) (← links)
• Expectile and quantile regression—David and Goliath? (Q4971425) (← links)
• A Multilevel Simulation Optimization Approach for Quantile Functions (Q5084670) (← links)
• A note on the efficiency of composite quantile regression (Q5222410) (← links)
• Efficient estimation for time-varying coefficient longitudinal models (Q5375952) (← links)
• (Q5381113) (← links)
• A General Quantile Function Model for Economic and Financial Time Series (Q5863651) (← links)
• Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
• Composite expectile estimation in partial functional linear regression model (Q6596188) (← links)
• Enhancing response predictions with a joint Gaussian process model for stochastic simulation models (Q6600076) (← links)
• Efficient Estimation for Models With Nonlinear Heteroscedasticity (Q6620970) (← links)