Combining least-squares and quantile regressions
From MaRDI portal
Publication:719480
DOI10.1016/j.jspi.2011.06.018zbMath1235.62050OpenAlexW2060303301MaRDI QIDQ719480
Yuan Yuan, Alan T. K. Wan, Yong Zhou
Publication date: 10 October 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.06.018
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Accelerated failure time model with quantile information, Distribution estimation with smoothed auxiliary information, SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION, Estimation and test of restricted linear EV model with nonignorable missing covariates, Estimation and inference of combining quantile and least-square regressions with missing data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Distribution estimation with auxiliary information for missing data
- Empirical likelihood ratio confidence regions
- Empirical likelihood based confidence intervals for copulas
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Least absolute deviations estimation for the censored regression model
- Formulation and estimation of stochastic frontier production function models
- Smoothed empirical likelihood confidence intervals for quantiles
- Empirical likelihood and general estimating equations
- Statistical inference based on non-smooth estimating functions
- Empirical Likelihood for Non‐Smooth Criterion Functions
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Regression Quantiles
- A Semiparametric Correction for Attenuation
- Empirical likelihood confidence regions for comparison distributions and ROC curves
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Generalized Production Functions