Bootstrap Methods for Median Regression Models

DOI10.2307/2999619MaRDI QIDQ4530929zbMATH OpenOpenAlexFDO

Authors Joel Horowitz

Publication date 28 May 2002

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/029788114d1e7c5b4dbd9cbe1eed1588fd808d56

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

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Cited in

(92)

• A smooth block bootstrap for quantile regression with time series
• Smoothing Quantile Regressions
• Estimation for time-varying coefficient smoothed quantile regression
• Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
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• Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
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• EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
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• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
• A Unified Algorithm for Penalized Convolution Smoothed Quantile Regression
• Statistical inference for smoothed quantile regression with streaming data
• Fast inference for quantile regression with tens of millions of observations
• Nearly root-\(n\) approximation for regression quantile processes
• Alternative measures of between-study heterogeneity in meta-analysis: reducing the impact of outlying studies
• Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information
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• Robust estimation for spatially varying-coefficient models
• Finite Sample Properties of the QME
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• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
• Quantile regression under memory constraint
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• Functional panel quantile regression models with group structured fixed effect functions
• Quantile regression of dynamic single index varying coefficient models
• Multi-round smoothed composite quantile regression for distributed data
• New estimation for heteroscedastic single-index measurement error models
• Model-free model-fitting and predictive distributions
• Adaptive elastic net penalized high-dimensional quantile regression models with generalized coordinate descent algorithm
• Distributed inference for linear support vector machine
• Asymptotically-exact selective inference for quantile regression
• Transfer learning for high-dimensional data with heavy-tailed noise: a sparse convoluted rank regression method
• Support vector machine in big data: smoothing strategy and adaptive distributed inference
• GMM quantile regression
• Quasi-maximum likelihood estimation for conditional quantiles
• Nonparametric identification and estimation of transformation models
• Model averaging marginal regression for high dimensional conditional quantile prediction
• MU-estimation and smoothing
• scientific article; zbMATH DE number 2148837 (Why is no real title available?)
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• Inference for conditional value-at-risk of a predictive regression
• Adaptive quantile regressions for massive datasets
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• Estimation of non-smooth non-parametric estimating equations models with dependent data
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
• Least absolute value regression: recent contributions
• Specification tests of parametric dynamic conditional quantiles
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• Second-order refinement of empirical likelihood for testing overidentifying restrictions
• A direct approach to inference in nonparametric and semiparametric quantile models
• Two-step estimation of quantile panel data models with interactive fixed effects
• Quantile regression with group-level treatments
• Quantile ratio regression
• Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks
• Composite smoothed quantile regression
• Adaptive distributed support vector regression of massive data
• Statistical inference and distributed implementation for linear multicategory SVM
• scientific article; zbMATH DE number 7306878 (Why is no real title available?)

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