Pages that link to "Item:Q3462374"
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The following pages link to Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators (Q3462374):
Displaying 11 items.
- Finite mixtures of quantile and M-quantile regression models (Q518274) (← links)
- Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
- Marginal M-quantile regression for multivariate dependent data (Q2143020) (← links)
- Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes (Q2787226) (← links)
- The asympotic properties of the sample quantile estimator of VaR under positive associated samples (Q2824051) (← links)
- M-quantile regression analysis of temporal gene expression data (Q2864102) (← links)
- Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm (Q5078286) (← links)
- M-Quantile Small Area Estimation for Panel Data (Q5268843) (← links)
- Estimation and Testing in M‐quantile Regression with Applications to Small Area Estimation (Q6086600) (← links)
- Estimating heterogeneous causal effects in observational studies using small area predictors (Q6115534) (← links)
- Weighted expectile regression for right-censored data (Q6628241) (← links)