IDEAS home Printed from https://ideas.repec.org/r/zbw/sfb649/sfb649dp2011-029.html
   My bibliography  Save this item

Pointwise adaptive estimation for quantile regression

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
  2. Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012. "Rollover risk, network structure and systemic financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
  3. Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution permits, Strategic Trading and Dynamic Technology Adoption," Papers 1103.2914, arXiv.org.
  4. repec:hum:wpaper:sfb649dp2011-065 is not listed on IDEAS
  5. repec:hum:wpaper:sfb649dp2011-057 is not listed on IDEAS
  6. repec:hum:wpaper:sfb649dp2011-063 is not listed on IDEAS
  7. Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012. "Econometric analysis of volatile art markets," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3091-3104.
  8. repec:hum:wpaper:sfb649dp2011-035 is not listed on IDEAS
  9. Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011. "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers 2011-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  10. repec:hum:wpaper:sfb649dp2011-046 is not listed on IDEAS
  11. Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl, 2011. "Bayesian Networks and sex-related homicides," SFB 649 Discussion Papers 2011-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  12. Raffaele Fiocco & Mario Gilli, 2012. "Bargaining and Collusion in a Regulatory Model," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12, Edward Elgar Publishing.
  13. repec:hum:wpaper:sfb649dp2011-064 is not listed on IDEAS
  14. repec:hum:wpaper:sfb649dp2011-058 is not listed on IDEAS
  15. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
  16. repec:hum:wpaper:sfb649dp2011-043 is not listed on IDEAS
  17. repec:hum:wpaper:sfb649dp2011-072 is not listed on IDEAS
  18. Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  19. repec:hum:wpaper:sfb649dp2011-083 is not listed on IDEAS
  20. repec:hum:wpaper:sfb649dp2011-055 is not listed on IDEAS
  21. Aurélie Bertrand & Christian Hafner, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," Computational Statistics, Springer, vol. 29(1), pages 307-330, February.
  22. repec:hum:wpaper:sfb649dp2011-042 is not listed on IDEAS
  23. Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  24. repec:hum:wpaper:sfb649dp2011-053 is not listed on IDEAS
  25. repec:hum:wpaper:sfb649dp2011-071 is not listed on IDEAS
  26. Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  27. Fiocco, Raffaele & Scarpa, Carlo, 2011. "The regulation of interdependent markets," SFB 649 Discussion Papers 2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  28. Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  29. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
  30. repec:hum:wpaper:sfb649dp2011-034 is not listed on IDEAS
  31. repec:hum:wpaper:sfb649dp2011-085 is not listed on IDEAS
  32. Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  33. repec:hum:wpaper:sfb649dp2011-054 is not listed on IDEAS
  34. repec:hum:wpaper:sfb649dp2011-069 is not listed on IDEAS
  35. repec:hum:wpaper:sfb649dp2011-056 is not listed on IDEAS
  36. repec:hum:wpaper:sfb649dp2011-062 is not listed on IDEAS
  37. Heyne, Gregor & Kupper, Michael & Mainberger, Christoph, 2011. "Minimal supersolutions of BSDEs with lower semicontinuous generations," SFB 649 Discussion Papers 2011-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  38. Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  39. Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  40. Bindseil, Ulrich & König, Philipp Johann, 2011. "The economics of TARGET2 balances," SFB 649 Discussion Papers 2011-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  41. repec:hum:wpaper:sfb649dp2011-033 is not listed on IDEAS
  42. Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  43. Tischer, Sven & Hildebrandt, Lutz, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers 2011-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  44. repec:hum:wpaper:sfb649dp2011-049 is not listed on IDEAS
  45. Bibinger, Markus, 2011. "Asymptotics of asynchronicity," SFB 649 Discussion Papers 2011-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  46. Bibinger, Markus, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers 2011-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  47. Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  48. repec:hum:wpaper:sfb649dp2011-045 is not listed on IDEAS
  49. repec:hum:wpaper:sfb649dp2011-052 is not listed on IDEAS
  50. repec:hum:wpaper:sfb649dp2011-067 is not listed on IDEAS
  51. repec:hum:wpaper:sfb649dp2011-082 is not listed on IDEAS
  52. Schneider, Dorothee, 2011. "The labor share: A review of theory and evidence," SFB 649 Discussion Papers 2011-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  53. Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony, 2011. "CRRA utility maximization under risk constraints," SFB 649 Discussion Papers 2011-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  54. repec:hum:wpaper:sfb649dp2011-047 is not listed on IDEAS
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.