Pages that link to "Item:Q630938"
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The following pages link to Quantile inference for heteroscedastic regression models (Q630938):
Displaying 19 items.
- Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- Finite-sample distribution of regression quantiles (Q613188) (← links)
- A nonparametric measure of heteroskedasticity (Q830680) (← links)
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions (Q959439) (← links)
- A note on estimating the bent line quantile regression model (Q2358937) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- Quantile regression due to skewness and outliers (Q2898542) (← links)
- (Q3385803) (← links)
- Efficient Construction of Test Inversion Confidence Intervals Using Quantile Regression (Q3391461) (← links)
- Goodness of Fit and Related Inference Processes for Quantile Regression (Q4541271) (← links)
- Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors (Q4562735) (← links)
- Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity (Q4628022) (← links)
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453) (← links)
- STATISTICAL INFERENCE IN QUANTILE REGRESSION FOR ZERO-INFLATED OUTCOMES (Q5089452) (← links)
- Influence Measures in Quantile Regression Models (Q5265872) (← links)
- Randomized quantile regression estimation for heteroskedastic non parametric model (Q5351748) (← links)
- Log‐symmetric quantile regression models (Q6067784) (← links)
