Pages that link to "Item:Q1182760"
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The following pages link to Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760):
Displaying 50 items.
- Censored regression quantiles with endogenous regressors (Q288346) (← links)
- Nonparametric recursive quantile estimation (Q395976) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- Nonparametric estimates of regression quantiles and their local Bahadur representation (Q805106) (← links)
- Hypothesis testing of varying coefficients for regional quantiles (Q830106) (← links)
- Asymptotic properties of conditional quantile estimator for censored dependent observations (Q907099) (← links)
- Sliced inverse regression in reference curves estimation (Q956902) (← links)
- Self-organizing map visualizing conditional quantile functions with multidimensional covariates (Q959296) (← links)
- Quantile regression with varying coefficients (Q997372) (← links)
- A smooth conditional quantile estimator and related applications of conditional empirical processes (Q1176227) (← links)
- On average derivative quantile regression (Q1359420) (← links)
- Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles (Q1361629) (← links)
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. (Q1586550) (← links)
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
- Partially linear modeling of conditional quantiles using penalized splines (Q1623589) (← links)
- Bayesian non-parametric simultaneous quantile regression for complete and grid data (Q1663119) (← links)
- Simultaneous estimation of quantile regression functions using B-splines and total variation penalty (Q1727908) (← links)
- Dependence and the dimensionality reduction principle (Q1768126) (← links)
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
- On multivariate quantile regression (Q1869072) (← links)
- Optimal regression rates for SVMs using Gaussian kernels (Q1951100) (← links)
- Estimating derivatives of function-valued parameters in a class of moment condition models (Q2190207) (← links)
- Conditional quantile estimation with auxiliary information for left-truncated and dependent data (Q2276180) (← links)
- Semiparametric quantile regression with random censoring (Q2304246) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Quantile regression and variable selection of partial linear single-index model (Q2352452) (← links)
- A strong uniform convergence rate of kernel conditional quantile estimator under random censorship (Q2489867) (← links)
- \(M\)-cross-validation in local median estimation (Q2505408) (← links)
- Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality (Q2796935) (← links)
- Parametric modeling of quantile regression coefficient functions (Q2805181) (← links)
- Modelling functional additive quantile regression using support vector machines approach (Q2934397) (← links)
- Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and α-Mixing Conditions (Q3017858) (← links)
- Design-adaptive nonparametric estimation of conditional quantile derivatives (Q3145385) (← links)
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series (Q3532761) (← links)
- Nonparametric<i>M</i>-quantile regression using penalised splines (Q3619660) (← 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)
- Quantile regression with monotonicity restrictions using P-splines and the L1-norm (Q4970713) (← links)
- A penalized approach to covariate selection through quantile regression coefficient models (Q4971512) (← links)
- GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS (Q4979321) (← links)
- (Q5054660) (← links)
- LOCAL PARTITIONED QUANTILE REGRESSION (Q5357398) (← links)
- Non‐parametric Quantile Regression with Censored Data (Q5467707) (← links)
- Nonparametric Testing of an Exclusion Restriction in Quantile Regression (Q5494724) (← links)
- Conformal Prediction: A Gentle Introduction (Q5885998) (← links)
- Asymptotic consistency of median regression trees (Q5928933) (← links)
- Two-stage rank estimation of quantile index models (Q5928975) (← links)
- Two-step estimation of semiparametric censored regression models (Q5939170) (← links)
- On the use of \(L\)-functionals in regression models (Q6083244) (← links)
