Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
L-estimatton for linear heteroscedastic models - MaRDI portal

L-estimatton for linear heteroscedastic models

From MaRDI portal
Publication:3432379

DOI10.1080/10485259408832584zbMath1384.62234OpenAlexW1966638771MaRDI QIDQ3432379

Quanshui Zhao, Roger W. Koenker

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259408832584




Related Items

Two‐stage quantile regression when the first stage is based on quantile regressionQuantile regression methods for recursive structural equation modelsRank score and permutation testing alternatives for regression quantile estimatesEfficientL1estimation and related inferences in linear regression with unknown form of heteroscedasticityMixtures of quantile regressionsEFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATIONStatistical inferences based on outliers for gene expression analysisBlock average quantile regression for massive datasetSpatial-temporal Model with Heterogeneous Random EffectsOn the use of \(L\)-functionals in regression modelsRenewable composite quantile method and algorithm for nonparametric models with streaming dataEstimation and bootstrapping under spatiotemporal models with unobserved heterogeneitySemiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional dataA multi-index model for quantile regression with ordinal dataRank tests in heteroscedastic linear model with nuisance parametersRestricted regression quantilesQuantile regression with varying coefficientsQuantity quantiles linear regressionEfficient quantile regression for heteroscedastic modelsA weighted linear quantile regressionVariable selection for high-dimensional regression models with time series and heteroscedastic errorsQuantiles via momentsStatistical inference on heteroscedastic models based on regression quantiles



Cites Work