Conditional quantile processes based on series or many regressors (Q2330744): Difference between revisions

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-.1016/j.jeconom.2019.04.003
@@ Property / DOI: 10.1016/j.jeconom.2019.04.003 / rank @@
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+.6154
@@ Property / arXiv ID: 1105.6154 / rank @@
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+Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
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+Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Some new asymptotic theory for least squares series: pointwise and uniform results
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+Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
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+On some global measures of the deviations of density function estimates
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+Measuring the price responsiveness of gasoline demand: Economic shape restrictions and nonparametric demand estimation
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+Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
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+Robust Data-Driven Inference for Density-Weighted Average Derivatives
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+Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
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+Quantile processes for semi and nonparametric regression
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+Nonparametric estimates of regression quantiles and their local Bahadur representation
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+Global nonparametric estimation of conditional quantile functions and their derivatives
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+On average derivative quantile regression
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+Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
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+Sieve Extremum Estimates for Weakly Dependent Data
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+Anti-concentration and honest, adaptive confidence bands
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+Improving point and interval estimators of monotone functions by rearrangement
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+Estimation and Confidence Regions for Parameter Sets in Econometric Models
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+Intersection Bounds: Estimation and Inference
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+Bootstrap confidence bands for regression curves and their derivatives
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+Robust Locally Weighted Regression and Smoothing Scatterplots
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+Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
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+Confidence bands in density estimation
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+UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
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+Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
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+Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
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+On parameters of increasing dimensions
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+Identification and estimation of local average derivatives in non-separable models without monotonicity
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+Nonparametric Estimation of an Additive Quantile Regression Model
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+Uniform confidence bands for functions estimated nonparametrically with instrumental variables
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+Projection estimation in multiple regression with application to functional ANOVA models
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+Local asymptotics for polynomial spline regression
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+Regression Quantiles
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+L-Estimation for Linear Models
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+Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
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+Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
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+UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL
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+Extremes and related properties of random sequences and processes
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+EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
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+Characterizing Some Gorman Engel Curves
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+An improved bootstrap test of stochastic dominance
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+Bootstrap and wild bootstrap for high dimensional linear models
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+Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
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+Nonparametric Estimation of Nonadditive Random Functions
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+Convergence rates and asymptotic normality for series estimators
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+A resampling method based on pivotal estimating functions
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+The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
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+Least absolute deviations estimation for the censored regression model
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+Exchangeably weighted bootstraps of the general empirical process
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+Local invariance principles and their application to density estimation
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+Optimal global rates of convergence for nonparametric regression
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+Conditional empirical processes
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+M-estimation using penalties or sieves
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+Weak convergence and empirical processes. With applications to statistics
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@@ Property / Wikidata QID @@
+Q127889600
@@ Property / Wikidata QID: Q127889600 / rank @@
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@@ Property / DOI @@
+.1016/J.JECONOM.2019.04.003
@@ Property / DOI: 10.1016/J.JECONOM.2019.04.003 / rank @@
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