Pages that link to "Item:Q3978510"
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The following pages link to Asymptotic Behavior of the Number of Regression Quantile Breakpoints (Q3978510):
Displaying 17 items.
- Empirical regression quantile processes. (Q778555) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- On monotonicity of regression quantile functions (Q935829) (← links)
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293) (← links)
- An algorithm for quantile smoothing splines (Q1350407) (← links)
- Adaptive choice of trimming proportion in trimmed least-squares estimation. (Q1380584) (← links)
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors (Q1596137) (← links)
- Direct use of regression quantiles to construct confidence sets in linear models (Q1922407) (← links)
- A conversation with Stephen Portnoy (Q2163080) (← links)
- Prediction of small area quantiles for the conservation effects assessment project using a mixed effects quantile regression model (Q2291506) (← links)
- Extremal quantile regression (Q2388357) (← links)
- Tests of linear hypotheses based on regression rank scores (Q3432353) (← links)
- Finite sample properties of adaptive regression estimators (Q4853100) (← links)
- Model-based bootstrap for detection of regional quantile treatment effects (Q5012348) (← links)
- NONSTANDARD QUANTILE-REGRESSION INFERENCE (Q5411522) (← links)
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates (Q6069869) (← links)
- Covariate-specific evaluation of continuous biomarker (Q6617450) (← links)
