Fast algorithms for quantile regression with selection

DOI10.1515/JEM-2024-0022MaRDI QIDQ6936975zbMATH OpenFDO

Authors Santiago Pereda-Fernández

Publication date 28 August 2025

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/JEM-2024-0022

zbMATH Keywords

copulaestimation algorithmlinear programmingquantile regression with selectionrotated quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear programming (90C05)

Cites work

• Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap
• Identification and estimation of triangular models with a binary treatment
• Quantile regression with censoring and sample selection
• Quantile selection models with an application to understanding changes in wage inequality
• Regression Quantiles
• Robust semiparametric M-estimation and the weighted bootstrap
• Sample Selection Bias as a Specification Error
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors

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