Pages that link to "Item:Q2513792"
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The following pages link to Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792):
Displaying 12 items.
- Estimation of linear composite quantile regression using EM algorithm (Q310670) (← links)
- Weighted composite quantile estimation and variable selection method for censored regression model (Q419199) (← links)
- Weighted local linear CQR for varying-coefficient models with missing covariates (Q497864) (← 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)
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
- An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR (Q2013645) (← links)
- A lack-of-fit test for quantile regression process models (Q2107580) (← links)
- New efficient and robust estimation in varying-coefficient models with heteroscedasticity (Q2905109) (← links)
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (Q5086189) (← links)
- Weighted composite quantile regression for partially linear varying coefficient models (Q5154052) (← links)
- A nonparametric model checking test for functional linear composite quantile regression models (Q6595057) (← links)
