Finite Sample Properties of the QME
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Cites work
- Bootstrap Methods for Median Regression Models
- Bootstrapping Quantile Regression Estimators
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- Estimating the variance of the LAD regression coefficients.
- Evaluation of a three-step method for choosing the number of bootstrap repetitions
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- Jackknife, bootstrap and other resampling methods in regression analysis
- Properties of the QME under asymmetrically distributed disturbances
- Quadratic mode regression
- Robust covariance estimates based on resampling
- Robust Estimation of a Location Parameter
- Semiparametric econometric estimators for a truncated regression model: a review with an extension
- Simple resampling methods for censored regression quantiles
- Social Experimentation, Truncated Distributions, and Efficient Estimation
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
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