Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328)

scientific article; zbMATH DE number 7704515

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English	Wild bootstrap inference for penalized quantile regression for longitudinal data	scientific article; zbMATH DE number 7704515

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instance of

scholarly article

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title

Wild bootstrap inference for penalized quantile regression for longitudinal data (English)

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arXiv ID

2004.05127

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DOI

10.1016/j.jeconom.2022.11.011

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published in

Journal of Econometrics

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publication date

29 June 2023

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full work available at URL

https://arxiv.org/abs/2004.05127

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Mathematics Subject Classification ID

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quantile regression

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panel data

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penalized estimator

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bootstrap inference

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W3123400726

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cites work

\(\ell_1\)-penalized quantile regression in high-dimensional sparse models

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Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models

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IV Quantile Regression for Group-Level Treatments, With an Application to the Distributional Effects of Trade

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Wild bootstrap for quantile regression

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On the unbiased asymptotic normality of quantile regression with fixed effects

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Panel data quantile regression with grouped fixed effects

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Bootstrap Standard Error Estimates and Inference

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Q5475047

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A panel quantile approach to attrition bias in big data: evidence from a randomized experiment

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Asymptotics for panel quantile regression models with individual effects

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Limiting distributions for \(L_1\) regression estimators under general conditions

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ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS

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Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models

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UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS

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Quantile regression for longitudinal data

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Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)

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Robust penalized quantile regression estimation for panel data

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Oracle Estimation of a Change Point in High-Dimensional Quantile Regression

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Model Selection via Bayesian Information Criterion for Quantile Regression Models

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About the constants in Talagrand's concentration inequalities for empirical processes.

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Consistent Estimates Based on Partially Consistent Observations

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Identifying latent grouped patterns in panel data models with interactive fixed effects

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Identifying Latent Structures in Panel Data

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Asymptotic Statistics

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Weak convergence and empirical processes. With applications to statistics

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The \(L_1\) penalized LAD estimator for high dimensional linear regression

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Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors

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Sitelinks

Mathematics(1 entry)

mardi Publication:6108328