SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (Q5438200): Difference between revisions

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-Yoon-Jae Whang
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+Yoon-Jae Whang
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+MaRDI publication profile
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+Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
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+EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
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+Testing linear restrictions in linear models with empirical likelihood
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Empirical likelihood confidence regions in time series models
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+Robust Tests for Heteroscedasticity Based on Regression Quantiles
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+Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
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+Empirical likelihood as a goodness-of-fit measure
@@ Property / cites work: Empirical likelihood as a goodness-of-fit measure / rank @@
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
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+Empirical likelihood methods with weakly dependent processes
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+Exponential empirical likelihood is not Bartlett correctable
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+Information Theoretic Approaches to Inference in Moment Condition Models
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+Bootstrap Methods for Median Regression Models
@@ Property / cites work: Bootstrap Methods for Median Regression Models / rank @@
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+Computers and the Theory of Statistics: Thinking the Unthinkable
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+Empirical likelihood estimation and consistent tests with conditional moment restrictions
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+Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
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+Censored regression quantiles
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+Least absolute deviations estimation for the censored regression model
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+Publication:5438200