Pages that link to "Item:Q5928975"
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The following pages link to Two-stage rank estimation of quantile index models (Q5928975):
Displaying 19 items.
- Instrumental values (Q280227) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
- Rank estimators for monotonic index models (Q1298455) (← links)
- Partial identification and inference in censored quantile regression (Q1668570) (← links)
- \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models (Q2182129) (← links)
- Excess heterogeneity, endogeneity and index restrictions (Q2628861) (← links)
- An integrated maximum score estimator for a generalized censored quantile regression model (Q2630166) (← links)
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (Q2861819) (← links)
- Length-bias Correction in Transformation Models with Supplementary Data (Q3182776) (← links)
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS (Q3632414) (← links)
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL (Q4449527) (← links)
- SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL (Q4562548) (← links)
- AN EQUIVALENCE RESULT FOR VC CLASSES OF SETS (Q4562550) (← links)
- NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE (Q5081789) (← links)
- Semiparametric estimation of single‐index hazard functions without proportional hazards (Q5469917) (← links)
- Two-step estimation of semiparametric censored regression models (Q5939170) (← links)
- Linearized maximum rank correlation estimation when covariates are functional (Q6536693) (← links)
- M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold (Q6634858) (← links)
