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Local Quantile Regression

Local Quantile Regression

27 August 2012
V. Spokoiny
Weining Wang
W. Hardle
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Papers citing "Local Quantile Regression"

6 / 6 papers shown
Title
Parametric estimation. Finite sample theory
Parametric estimation. Finite sample theory
V. Spokoiny
63
112
0
13 Nov 2011
Parameter tuning in pointwise adaptation using a propagation approach
Parameter tuning in pointwise adaptation using a propagation approach
V. Spokoiny
Céline Vial
91
34
0
25 Aug 2009
Multiscale local change point detection with applications to
  value-at-risk
Multiscale local change point detection with applications to value-at-risk
V. Spokoiny
64
124
0
09 Jun 2009
L1-Penalized Quantile Regression in High-Dimensional Sparse Models
L1-Penalized Quantile Regression in High-Dimensional Sparse Models
A. Belloni
Victor Chernozhukov
151
455
0
19 Apr 2009
Exponential bounds for minimum contrast estimators
Exponential bounds for minimum contrast estimators
Yu. Golubev
V. Spokoiny
89
18
0
06 Jan 2009
Uniform Bahadur Representation for Local Polynomial Estimates of
  M-Regression and Its Application to The Additive Model
Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to The Additive Model
Efang Kong
O. Linton
Yingcun Xia
112
127
0
11 Sep 2007
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