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  • Search: subject:"Weighted composite quantile regression"
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Subject
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Estimation theory 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 Conditional heteroscedasticity 1 Double-threshold 1 Gradient estimation 1 Heteroscedasticity 1 Heteroskedastizität 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Time series analysis 1 Weighted composite quantile regression 1 Zeitreihenanalyse 1 least squares cross-validation 1 local polynomial fitting 1 weighted composite quantile regression 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
Author
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Jiang, Jiancheng 1 Jiang, Xuejun 1 Liu, Junxian 1 Song, Xinyuan 1 Sun, Qiankun 1 Xie, Qichang 1
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Econometric reviews 1 The econometrics journal 1
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ECONIS (ZBW) 2
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Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function
Xie, Qichang; Sun, Qiankun; Liu, Junxian - In: Econometric reviews 39 (2020) 3, pp. 215-233
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012181442
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Weighted composite quantile regression estimation of DTARCH models
Jiang, Jiancheng; Jiang, Xuejun; Song, Xinyuan - In: The econometrics journal 17 (2014) 1, pp. 1-23
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010498763
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