Conditional empirical likelihood estimation and inference for quantile regression models
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Cites work
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- Bootstrap Methods for Median Regression Models
- Censored regression quantiles
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- Empirical likelihood
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
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- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
- Finite sample inference for quantile regression models
- Goodness of Fit and Related Inference Processes for Quantile Regression
- scientific article; zbMATH DE number 3124347 (Why is no real title available?)
- scientific article; zbMATH DE number 1211740 (Why is no real title available?)
- Implicit Alternatives and the Local Power of Test Statistics
- Instrumental quantile regression inference for structural and treatment effect models
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- Nonparametric smoothing and lack-of-fit tests
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- Quasi-maximum likelihood estimation for conditional quantiles
- Regression Quantiles
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- Semiparametric Regression Functionals
- Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
- Smoothed empirical likelihood confidence intervals for quantiles
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Testing conditional moment restrictions
- Two Stage Least Absolute Deviations Estimators
- Weak convergence and empirical processes. With applications to statistics
Cited in
(44)- Smoothed empirical likelihood for quantile regression models with response data missing at random
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
- A lack-of-fit test for quantile regression models with high-dimensional covariates
- Generalized indirect inference for discrete choice models
- Goodness-of-fit tests for quantile regression with missing responses
- Smoothed tensor quantile regression estimation for longitudinal data
- Smoothed partially linear quantile regression with nonignorable missing response
- Inference of local regression in the presence of nuisance parameters
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
- Smoothed GMM for quantile models
- Empirical likelihood for composite quantile regression modeling
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- Quasi-maximum likelihood estimation for conditional quantiles
- On the finite-sample properties of conditional empirical likelihood estimators
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
- Regression estimators based on conditional quantiles
- Bayesian empirical likelihood for quantile regression
- Smoothed empirical likelihood inference for quantile regression
- Envelope quantile regression
- Conditional empirical likelihood for quantile regression models
- Smoothed quantile regression with nonignorable dropouts
- Quantile estimation for discrete data via empirical likelihood
- Smoothed empirical likelihood testing for quantile regression models under right censorship
- Empirical likelihood for quantile regression models with response data missing at random
- Nonparametric inference for conditional quantiles of time series
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Moment estimation for censored quantile regression
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- Empirical likelihood for quantile regression models with longitudinal data
- Model checking for parametric single-index quantile models
- An empirical likelihood approach to quantile regression with auxiliary information
- Smoothing Quantile Regressions
- Spatial cluster detection with threshold quantile regression
- Estimation of non-smooth non-parametric estimating equations models with dependent data
- Estimation for time-varying coefficient smoothed quantile regression
- Quantile regression for longitudinal functional data with application to feed intake of lactating sows
- Quantile regression and its empirical likelihood with missing response at random
- Efficient estimation in dynamic conditional quantile models
- Testing linearity against threshold effects: uniform inference in quantile regression
- A direct approach to inference in nonparametric and semiparametric quantile models
- An encompassing test for non-nested quantile regression models
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