Instrumental variable estimation in linear quantile regression models with measurement error

DOI10.3969/J.ISSN.1001-4268.2017.05.004MaRDI QIDQ4574512zbMATH OpenFDO

Authors Jing Guan, Liqun Wang

Publication date 18 July 2018

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2017.05.004

zbMATH Keywords

measurement errorquantile regressionerrors in variablesleast absolute deviationinstrumental variables estimation

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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