Partially adaptive quantile estimators

DOI10.1080/03610926.2015.1096391MaRDI QIDQ5349084zbMATH OpenOpenAlexFDO

Authors David J. Mauler, James B. McDonald, Logan C. Tatham

Publication date 23 August 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1096391

zbMATH Keywords

heteroskedasticityMonte Carlosemiparametricskewed Laplaceskewness

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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• A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
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