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Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model

Yi, Yanping; Feng, Xingdong; Huang, Zhuo - In: Economics letters 124 (2014) 3, pp. 378-381

Persistent link: https://www.econbiz.de/10010495168

Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity

Feng, Xingdong; Li, Wenyu; Zhu, Qianqian - In: Journal of econometrics 238 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015073797

A lack-of-fit test for quantile regression

He, Xuming; Zhu, Li-xing - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 1013-1022

Persistent link: https://www.econbiz.de/10001975432

Smoothed quantile regression with large-scale inference

He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin - In: Journal of econometrics 232 (2023) 2, pp. 367-388

Persistent link: https://www.econbiz.de/10014339967

Quantile regression estimates for a class of linear and partially linear errors-in-variables models

He, Xuming; Liang, Hua - 1997

We consider the problem of estimating quantile regression coefficients in errors-in-variables models. When the error variables for both the response and the manifest variables have a joint distribution that is spherically symmetric but otherwise unknown, the regression quantile estimates based...

Persistent link: https://www.econbiz.de/10009661014

Prediction of functional status for the elderly based on a new ordinal regression model

Hong, Hyokyoung Grace; He, Xuming - In: Journal of the American Statistical Association : JASA 105 (2010) 491, pp. 930-941

Persistent link: https://www.econbiz.de/10008738038

Power transformation toward a linear regression quantile

Mu, Yunming; He, Xuming - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 269-279

Persistent link: https://www.econbiz.de/10003431152

Robust estimation in generalized partial linear models for clustered data

He, Xuming; Fung, Wing K.; Zhu, Zhongyi - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1176-1184

Persistent link: https://www.econbiz.de/10003241531

Quantile regression

Chernozhukov, Victor; Galvao, Antonio Fialho <Jr.>; He, … - In: Journal of econometrics 213 (2019) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10012304539

On the predictive risk in misspecified quantile regression

Giessing, Alexander; He, Xuming - In: Journal of econometrics 213 (2019) 1, pp. 235-260

Persistent link: https://www.econbiz.de/10012304550