Least absolute deviations estimation for the censored regression model
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Cited in
(only showing first 100 items - show all)- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Quantile calculus and censored regression
- Empirical likelihood for median regression model with designed censoring variables
- On multivariate quantiles under partial orders
- Finite mixture of regression models for censored data based on scale mixtures of normal distributions
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data
- Consistency ofl1estimates in censored linear regression models
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
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- Quantile regression under random censoring.
- Preface
- A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
- Inducing risk-neutral preferences: Further analysis of the data
- Censored regression quantiles
- A New Approach to Censored Quantile Regression Estimation
- Quantile regression analysis of case-cohort data
- Pairwise difference estimators of censored and truncated regression models
- Some models for estimation of total of a study variable having many zero values
- Empirical likelihood inference for median regression models for censored survival data
- Tobit regression model with parameters of increasing dimensions
- Improving the computation of censored quantile regressions
- Distribution-free test in Tobit mean regression model
- Asymptotic efficiency in semi-parametric models with censoring
- Conditional quantile processes based on series or many regressors
- LAD estimation for multiple regression models with doubly censored data
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- Median Regression with Censored Cost Data
- Semiparametric median residual life model and inference
- Tests of specification for parametric and semiparametric models
- Censored regression quantiles with endogenous regressors
- Endogeneity in quantile regression models: a control function approach
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable
- On some models for value-at-risk
- Efficient estimation in dynamic conditional quantile models
- A quantile regression estimator for censored data
- The effect of school quality on student performance: A quantile regression approach
- Asymptotic normality of Powell's kernel estimator
- A genetic method of LAD estimation for models with censored data
- Quantile residual life regression based on semi-competing risks data
- Inference on endogenously censored regression models using conditional moment inequalities
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
- Bayesian analysis of quantile regression for censored dynamic panel data
- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
- Identification of panel data models with endogenous censoring
- On the computation of semiparametric estimates in limited dependent variable models
- Nonparametric quantile regression for twice censored data
- Marginal effects in the censored regression model.
- Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
- Inference for censored quantile regression models in longitudinal studies
- Quadratic mode regression
- Mode regression
- Estimation of cross sectional and panel data censored regression models with endogeneity
- Bayesian quantile regression for censored data
- Quantile regression for left-truncated semicompeting risks data
- Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution
- Quantile regression with interval data
- Simple resampling methods for censored regression quantiles
- LAD variable selection for linear models with randomly censored data
- Quantile regression models for current status data
- Quantile regression for interval censored data
- Combining least-squares and quantile regressions
- Consistent estimation of limited dependent variable models despite misspecification of distribution
- Quantile regression with clustered data
- Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
- Two-step estimation of semiparametric censored regression models
- Nonparametric test for checking lack of fit of the quantite regression model under random censoring
- Quantile regression with censoring and endogeneity
- Using least squares and Tobit in second stage DEA efficiency analyses
- Conditional empirical likelihood for quantile regression models
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
- On estimating conditional quantiles and distribution functions.
- Two-step estimation of heteroskedastic sample selection models
- Nonparametric regression with filtered data
- Robust estimation based on grouped-adjusted data in censored regression models
- VAR for VaR: measuring tail dependence using multivariate regression quantiles
- Group variable selection and estimation in the Tobit censored response model
- Transformations in stochastic DEA models
- Quantile Regression Models with Multivariate Failure Time Data
- Set identification of the censored quantile regression model for short panels with fixed effects
- Variance estimation in censored quantile regression via induced smoothing
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
- Self-consistent estimation of censored quantile regression
- Approximation by randomly weighting method in censored regression model
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- Approximation to the distribution of LAD estimators for censored regression by random weighting method
- A lack-of-fit test in Tobit errors-in-variables regression models
- Strong convergence of LAD estimates in a censored regression model
- Semiparametric estimation of employment duration models
- Testing for heteroskedasticity in the Tobit and probit models
- The quantile process under random censoring
- Estimators of regression parameters for truncated and censored data
- Censored quantile regression processes under dependence and penalization
- A distribution-free least squares estimator for censored linear regression models
- Fitting censored quantile regression by variable neighborhood search
- Estimation in additive models with fixed censored responses
- Empirical Likelihood Method for Censored Median Regression Models
- Error density estimation in high-dimensional sparse linear model
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