Cover Image

Estimation of Quantile Functionals in Linear Model

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Jurečková, Jana, Picek, Jan, Kalina, Jan
Format:	Preprint
Published:	2024
Subjects:	Methodology 62G05, 62J05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Estimation of the Risk Measure under a Nuisance Autoregression
by: Jurečková, Jana, et al.
Published: (2026)

Asymptotic theory of the quadratic assignment procedure for dyadic data analysis
by: Shi, Lei, et al.
Published: (2024)

Berry-Esseen bounds for design-based causal inference with possibly diverging treatment levels and varying group sizes
by: Shi, Lei, et al.
Published: (2022)

Design-based causal inference in bipartite experiments
by: Lu, Sizhu, et al.
Published: (2025)

Forward selection and post-selection inference in factorial designs
by: Shi, Lei, et al.
Published: (2023)

Adaptive Kernel Regression for Constrained Route Alignment: Theory and Iterative Data Sharpening
by: Du, Shiyin, et al.
Published: (2026)

Testing for linearity in scalar-on-function regression with responses missing at random
by: Febrero-Bande, Manuel, et al.
Published: (2023)

Quantile-respectful density estimation based on the Harrell-Davis quantile estimator
by: Akinshin, Andrey
Published: (2024)

Generalized Ridge Regression: Biased Estimation for Multiple Linear Regression Models
by: Gómez, Román Salmerón, et al.
Published: (2024)

Copula-Based Estimation of Causal Effects in Multiple Linear and Path Analysis Models
by: Ali, Alam, et al.
Published: (2024)

KOO Method-based Consistent Clustering for Group-wise Linear Regression with Graph Structure
by: Ohishi, M., et al.
Published: (2025)

Differentially Private Estimation and Inference in High-Dimensional Regression with FDR Control
by: Cai, Zhanrui, et al.
Published: (2023)

Group Permutation Testing in Linear Model: Sharp Validity, Power Improvement, and Extension Beyond Exchangeability
by: Li, Zonghan, et al.
Published: (2026)

Statistical Inference on the Cumulative Distribution Function using Judgment Post Stratification
by: Kouhanestani, Mina Azizi, et al.
Published: (2024)

Exact MLE for Generalized Linear Mixed Models
by: Zhang, Tonglin
Published: (2024)

Grouping predictors via network-wide metrics
by: Park, Brandon Woosuk, et al.
Published: (2024)

Variable Selection for Additive Global Fréchet Regression
by: Yang, Haoyi, et al.
Published: (2025)

A Bayesian Spatial-Temporal Functional Model for Data with Block Structure and Repeated Measures
by: da Matta, David H., et al.
Published: (2025)

Bayesian Analysis on Limiting the Student-$t$ Linear Regression Model
by: Hayashi, Yoshiko
Published: (2020)

Generalized Ridge Regression: Applications to Nonorthogonal Linear Regression Models
by: Gómez, Román Salmerón, et al.
Published: (2025)

Robust Estimation under Linear Mixed Models: The Minimum Density Power Divergence Approach
by: Saraceno, Giovanni, et al.
Published: (2020)

Variable screening using factor analysis for high-dimensional data with multicollinearity
by: Tanaka, Shuntaro, et al.
Published: (2023)

Correction of estimator bias in linear regression with categorical covariates with classification error
by: Dias, Alexandre Garcia, et al.
Published: (2025)

Empowering Multi-class Classification for Multivariate Functional Data with Simultaneous Feature Selection
by: Wang, Shuoyang, et al.
Published: (2025)

Proper Correlation Coefficients for Nominal Random Variables
by: Wermuth, Jan-Lukas
Published: (2025)

Identifying Direct Causal Effects in Latent Factor Models by Accounting for Unidentified Parents
by: Hochsprung, Tom, et al.
Published: (2026)

A Simplified Condition For Quantile Regression
by: Peng, Liang, et al.
Published: (2025)

Robust Variable Selection in High-dimensional Nonparametric Additive Model
by: Chatla, Suneel Babu, et al.
Published: (2025)

Asymptotic Analysis and Practical Evaluation of Jump Rate Estimators in Piecewise-Deterministic Markov Processes
by: Azaïs, Romain, et al.
Published: (2025)

Statistical Inference for Scale Mixture Models via Mellin Transform Approach
by: Belomestny, Denis, et al.
Published: (2022)

Estimation of the invariant measure of a multidimensional diffusion from noisy observations
by: Maillet, Raphaël, et al.
Published: (2024)

When to Trust Confidence Thresholding: Calibration Diagnostics for Pseudo-Labelled Regression
by: Kurbucz, Marcell T.
Published: (2026)

Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods
by: Jana, Soham, et al.
Published: (2022)

Causal inference with ordinal outcomes: copula-based identification, estimation and sensitivity analysis
by: He, Peiyu, et al.
Published: (2026)

Exchangeable Gaussian Processes for Staggered-Adoption Policy Evaluation
by: Gevorgyan, Hayk, et al.
Published: (2026)

Aggregated Sure Independence Screening for Variable Selection with Interaction Structures
by: Zhang, Tonglin
Published: (2024)

Selection of Ultrahigh-Dimensional Interactions Using $L_0$ Penalty
by: Zhang, Tonglin
Published: (2024)

Bayesian Global-Local Shrinkage with Univariate Guidance for Ultra-High-Dimensional Regression
by: Das, Priyam
Published: (2026)

Variance-Reduced Manifold Sampling via Polynomial-Maximization Density Estimation
by: Zabolotnii, Serhii
Published: (2026)

Nonparametric Empirical Bayes Estimation on Heterogeneous Data
by: Banerjee, Trambak, et al.
Published: (2020)