Finite Sample Properties of the QME (Q3155626)

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Language	Label	Description	Also known as
English	Finite Sample Properties of the QME	scientific article

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scholarly article

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Finite Sample Properties of the QME (English)

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zbMATH Open document ID

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10.1081/SAC-200033267

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Communications in Statistics - Simulation and Computation

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publication date

17 January 2005

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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Evaluation of a three-step method for choosing the number of bootstrap repetitions

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Simple resampling methods for censored regression quantiles

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Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study

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Estimating the variance of the LAD regression coefficients.

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Bootstrapping Quantile Regression Estimators

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Social Experimentation, Truncated Distributions, and Efficient Estimation

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Bootstrap Methods for Median Regression Models

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Robust Estimation of a Location Parameter

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Properties of the QME under asymmetrically distributed disturbances

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Quadratic mode regression

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Semiparametric econometric estimators for a truncated regression model: a review with an extension

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Symmetrically Trimmed Least Squares Estimation for Tobit Models

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Robust covariance estimates based on resampling

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Jackknife, bootstrap and other resampling methods in regression analysis

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Mathematics(1 entry)

mardi Publication:3155626

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