Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators

DOI10.1080/03610926.2013.791375zbMath1329.62242OpenAlexW1996226910MaRDI QIDQ3462374

Annamaria Bianchi, Nicola Salvati

Publication date: 5 January 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.791375

zbMATH Keywords

influence functionTaylor expansionsmall area estimationsimulation experimentsM-estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Sampling theory, sample surveys (62D05)

Related Items (7)

Marginal M-quantile regression for multivariate dependent data ⋮ Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm ⋮ Estimation and Testing in M‐quantile Regression with Applications to Small Area Estimation ⋮ Estimating heterogeneous causal effects in observational studies using small area predictors ⋮ Finite mixtures of quantile and M-quantile regression models ⋮ Quantile regression feature selection and estimation with grouped variables using Huber approximation ⋮ M-Quantile Small Area Estimation for Panel Data

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Asymmetric Least Squares Estimation and Testing
• Bahadur representations for robust scale estimators based on regression residuals
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Robust regression: Asymptotics, conjectures and Monte Carlo
• ROBUST ESTIMATION OF SMALL-AREA MEANS AND QUANTILES
• NonparametricM-quantile regression using penalised splines
• M-quantiles
• Nonlinear Regression on Cross-Section Data
• Regression Quantiles
• Estimating distribution functions from survey data
• Heteroskedasticity-Robust Inference in Linear Regressions
• M-quantile models for small area estimation
• Robust Statistics

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