Quadratic mode regression

DOI10.1016/0304-4076(93)90056-BzbMath0776.62055MaRDI QIDQ1801409

Myoung-jae Lee

Publication date: 24 November 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

smoothing; simulation; linear model; consistent estimator; density estimation; estimation of the covariance matrices; quadratic kernel; rectangular kernel; symmetrically trimmed least squares; upper bound of the covariance matrix

Mathematics Subject Classification ID

62G07: Density estimation

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

65C05: Monte Carlo methods

Related Items

Properties of the QME under asymmetrically distributed disturbances, A semiparametric regression estimator under left truncation and right censoring, Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons, Quantile regression under random censoring., Estimators of regression parameters for truncated and censored data, Finite Sample Properties of the QME, Estimation of a transformation model with truncation, interval observation and time‐varying covariates, On Semiparametric Mode Regression Estimation

Cites Work

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