Simple resampling methods for censored regression quantiles

DOI10.1016/S0304-4076(00)00042-7zbMath1076.62567MaRDI QIDQ1841195

Zhiliang Ying, Songnian Chen, Yannis Bilias

Publication date: 2000

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

zbMATH Keywords

Linear programmingResamplingLeast absolute deviationCensored regression quantiles

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (27)

Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution ⋮ Finite Sample Properties of the QME ⋮ Bayesian analysis of a Tobit quantile regression model ⋮ A Bayesian Approach to Envelope Quantile Regression ⋮ EfficientL₁estimation and related inferences in linear regression with unknown form of heteroscedasticity ⋮ Extremal quantile regression ⋮ Using quantile regression for duration analysis ⋮ Bayesian tobit quantile regression with penalty ⋮ Estimation for the censored partially linear quantile regression models ⋮ Fitting censored quantile regression by variable neighborhood search ⋮ Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data ⋮ Simple resampling methods of approximating the distribution of LAD estimators for doubly censored regression models ⋮ Bayesian composite Tobit quantile regression ⋮ A resampling method by perturbing the estimating functions for quantile regression with missing data ⋮ Quantile Regression Models with Multivariate Failure Time Data ⋮ Cure Rate Quantile Regression for Censored Data With a Survival Fraction ⋮ Quantile regression for longitudinal data with a working correlation model ⋮ Approximation to the distribution of LAD estimators for censored regression by random weighting method ⋮ Specification analysis of linear quantile models ⋮ Specification tests of parametric dynamic conditional quantiles ⋮ Bayesian Tobit quantile regression with single-index models ⋮ Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter ⋮ Inference for censored quantile regression models in longitudinal studies ⋮ Exact computation of censored least absolute deviations estimator ⋮ Estimation of Censored Quantile Regression for Panel Data With Fixed Effects ⋮ Moment estimation for censored quantile regression ⋮ Quantile regression under random censoring.

Uses Software

• bootstrap

Cites Work

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• Bootstrapping general empirical measures
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• Simulation and the Asymptotics of Optimization Estimators
• Censored Discrete Linear $l_1 $ Approximation
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Regression Quantiles
• Asymptotic Theory of Least Absolute Error Regression
• Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
• A resampling method based on pivotal estimating functions
• An Alternative Estimator for the Censored Quantile Regression Model
• Measuring the costs of children: parametric and semiparametric estimators1
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• Semiparametric estimation of employment duration models
• Two-step estimation of semiparametric censored regression models

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