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

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scientific article

Language	Label	Description	Also known as
English	Conditional quantile processes based on series or many regressors	scientific article

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scholarly article

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Conditional quantile processes based on series or many regressors (English)

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Victor Chernozhukov

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Denis Chetverikov

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Iván Fernández-Val

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Alexandre Belloni

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Journal of Econometrics

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publication date

23 October 2019

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full work available at URL

https://arxiv.org/abs/1105.6154

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https://hdl.handle.net/1721.1/122803

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zbMATH Keywords

quantile regression

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series

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strong approximation

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coupling

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bootstrap

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uniform inference

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quantile process

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describes a project that uses

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MaRDI profile type

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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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Identifiers

zbMATH Open document ID

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10.1016/j.jeconom.2019.04.003

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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