Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 18:31, 30 December 2024

scientific article; zbMATH DE number 7704515

Language	Label	Description	Also known as
English	Wild bootstrap inference for penalized quantile regression for longitudinal data	scientific article; zbMATH DE number 7704515

Statements

scholarly article

0 references

Wild bootstrap inference for penalized quantile regression for longitudinal data (English)

0 references

Journal of Econometrics

0 references

publication date

29 June 2023

0 references

full work available at URL

https://arxiv.org/abs/2004.05127

0 references

zbMATH Keywords

quantile regression

0 references

panel data

0 references

penalized estimator

0 references

bootstrap inference

0 references

MaRDI profile type

0 references

\(\ell_1\)-penalized quantile regression in high-dimensional sparse models

0 references

On the validity of the pairs bootstrap for lasso estimators

0 references

Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso

0 references

Quantile processes for semi and nonparametric regression

0 references

Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

0 references

Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models

0 references

IV Quantile Regression for Group-Level Treatments, With an Application to the Distributional Effects of Trade

0 references

Wild bootstrap for quantile regression

0 references

On the unbiased asymptotic normality of quantile regression with fixed effects

0 references

Bootstrap Standard Error Estimates for Linear Regression

0 references

Panel data quantile regression with grouped fixed effects

0 references

Bootstrap Standard Error Estimates and Inference

0 references

0 references

A panel quantile approach to attrition bias in big data: evidence from a randomized experiment

0 references

Asymptotics for panel quantile regression models with individual effects

0 references

Limiting distributions for \(L_1\) regression estimators under general conditions

0 references

Asymptotics for Lasso-type estimators.

0 references

ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS

0 references

Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models

0 references

UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS

0 references

Quantile regression for longitudinal data

0 references

Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)

0 references

Robust penalized quantile regression estimation for panel data

0 references

Oracle Estimation of a Change Point in High-Dimensional Quantile Regression

0 references

Model Selection via Bayesian Information Criterion for Quantile Regression Models

0 references

About the constants in Talagrand's concentration inequalities for empirical processes.

0 references

Consistent Estimates Based on Partially Consistent Observations

0 references

Identifying latent grouped patterns in panel data models with interactive fixed effects

0 references

Identifying Latent Structures in Panel Data

0 references

Asymptotic Statistics

0 references

Weak convergence and empirical processes. With applications to statistics

0 references

The \(L_1\) penalized LAD estimator for high dimensional linear regression

0 references

Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors

0 references

Identifiers

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

0 references

10.1016/J.JECONOM.2022.11.011

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6108328

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6108328&oldid=39704719"