A note on L-estimates for linear models
From MaRDI portal
Publication:580842
DOI10.1016/0167-7152(84)90040-3zbMath0626.62029OpenAlexW2002606226MaRDI QIDQ580842
Publication date: 1984
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(84)90040-3
Related Items
Quantile regression for longitudinal data, On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood, Inference in functional linear quantile regression, Composite change point estimation for bent line quantile regression, GMM quantile regression, A Multilevel Simulation Optimization Approach for Quantile Functions, EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION, HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH, Bayesian joint-quantile regression, Bayesian quantile regression for parametric nonlinear mixed effects models, Variable selection via composite quantile regression with dependent errors, An effective method to reduce the computational complexity of composite quantile regression, New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models, Efficient estimation for time-varying coefficient longitudinal models, Restricted regression quantiles, Estimation of High Conditional Quantiles for Heavy-Tailed Distributions, Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition, Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation, Asymptotics for panel quantile regression models with individual effects, Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity, Robust estimation of a location parameter with the integrated Hogg function, Estimation of Non-Crossing Quantile Regression Curves, Linear double autoregression, A Quantile Survival Model for Censored Data, Adaptive composite quantile regressions and their asymptotic relative efficiency, Quantile regression for rating teams, Expectile and quantile regression—David and Goliath?, A note on the efficiency of composite quantile regression, Unnamed Item, Unified Noncrossing Multiple Quantile Regressions Tree, Adaptive quantile regressions for massive datasets, Composite versus model-averaged quantile regression, Inference for high-dimensional varying-coefficient quantile regression, Group penalized quantile regression, Adaptively weighted kernel regression, A General Quantile Function Model for Economic and Financial Time Series, Scoring predictions at extreme quantiles
Cites Work
