Censored regression quantiles

From MaRDI portal

Publication:1083825

Jump to:navigation, search

DOI10.1016/0304-4076(86)90016-3zbMath0605.62139OpenAlexW2059053591WikidataQ29393192 ScholiaQ29393192MaRDI QIDQ1083825

James L. Powell

Publication date: 1986

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(86)90016-3

zbMATH Keywords

symmetry consistency least absolute deviation conditional quantiles censored regression model asymptotically normal semi-parametric estimation tobit model LAD estimation method quantile estimators tests of homoskedasticity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) General nonlinear regression (62J02)

Related Items

Small area prediction of quantiles for zero-inflated data and an informative sample design ⋮ Quantile residual life regression based on semi-competing risks data ⋮ Likelihood-based inference for censored linear regression models with scale mixtures of skew-normal distributions ⋮ Bayesian quantile regression for longitudinal count data ⋮ A Bayesian Approach to Envelope Quantile Regression ⋮ Quantile Regression for Doubly Censored Data ⋮ Local structural quantile effects in a model with a nonseparable control variable ⋮ An integrated maximum score estimator for a generalized censored quantile regression model ⋮ Median regression using nonparametric kernel estimation ⋮ On a log-symmetric quantile tobit model applied to female labor supply data ⋮ Gibbs sampling methods for Bayesian quantile regression ⋮ Quantile regression for panel data models with fixed effects under random censoring ⋮ Identifiability conditions for the linear regression model under right censoring ⋮ Empirical Likelihood Method for Censored Median Regression Models ⋮ Linear Quantile Regression Based on EM Algorithm ⋮ Bayesian tobit quantile regression with penalty ⋮ Focused information criterion and model averaging in censored quantile regression ⋮ Multiple imputation for cure rate quantile regression with censored data ⋮ Optimal subsampling for large‐sample quantile regression with massive data ⋮ Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood ⋮ S&P 500 volatility, volatility regimes, and economic uncertainty ⋮ Consistency of semi-parametric maximum likelihood estimator under identifiability conditions for the linear regression model with type I right censoring data ⋮ Better bunching, nicer notching ⋮ A parametric quantile regression approach for modelling zero‐or‐one inflated double bounded data ⋮ Bootstrap Inference for Quantile-based Modal Regression ⋮ Two-step estimation of censored quantile regression for duration models with time-varying regressors ⋮ Debiased machine learning of set-identified linear models ⋮ Single-index Thresholding in Quantile Regression ⋮ LOCAL PARTITIONED QUANTILE REGRESSION ⋮ Distributed Censored Quantile Regression ⋮ Randomly censored partially linear single-index models ⋮ Inference for High-Dimensional Censored Quantile Regression ⋮ Factor instrumental variable quantile regression ⋮ From regression rank scores to robust inference for censored quantile regression ⋮ -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model ⋮ On uniform inference in nonlinear models with endogeneity ⋮ Bayesian multiple quantile regression for linear models using a score likelihood ⋮ Quantile regression with censoring and sample selection ⋮ Quantile credibility models ⋮ Unnamed Item ⋮ Model selection in quantile regression models ⋮ Buckley–James-type estimation of quantile regression with recurrent gap time data ⋮ UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH ⋮ Competing risks quantile regression at work: in-depth exploration of the role of public child support for the duration of maternity leave ⋮ Bayesian composite Tobit quantile regression ⋮ Location estimation in nonparametric regression with censored data ⋮ Estimation of High Conditional Quantiles for Heavy-Tailed Distributions ⋮ Cure Rate Quantile Regression for Censored Data With a Survival Fraction ⋮ Quantile regression models with factor‐augmented predictors and information criterion ⋮ Multiple Imputation forM-Regression With Censored Covariates ⋮ Misspecification Testing in a Class of Conditional Distributional Models ⋮ Two-stage rank estimation of quantile index models ⋮ Quantile Regression For Longitudinal Biomarker Data Subject to Left Censoring and Dropouts ⋮ Annals of econometrics. Studies in estimation and testing. 5th conference, Camp econometrics, Univ. of Southern California, Catalina Island, CA, USA, May 1998 ⋮ Two-step estimation of semiparametric censored regression models ⋮ Two‐stage estimation of limited dependent variable models with errors‐in‐variables ⋮ Approximation to the distribution of LAD estimators for censored regression by random weighting method ⋮ Semiparametric estimation of employment duration models ⋮ SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS ⋮ Median Regression Model with Interval Censored Data ⋮ On Some Models for Value-At-Risk ⋮ Bayesian analysis of quantile regression for censored dynamic panel data ⋮ Set identification of the censored quantile regression model for short panels with fixed effects ⋮ Optimal smoothing in nonparametric conditional quantile derivative function estimation ⋮ Quantile regression analysis of censored longitudinal data with irregular outcome-dependent follow-up ⋮ Accelerated Recurrence Time Models ⋮ Median Regression with Censored Cost Data ⋮ GEL METHODS FOR NONSMOOTH MOMENT INDICATORS ⋮ SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS ⋮ Bayesian Tobit quantile regression with single-index models ⋮ Quantile regression based on a weighted approach under semi-competing risks data ⋮ Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter ⋮ Bayesian Elastic Net Tobit Quantile Regression ⋮ A New Approach to Censored Quantile Regression Estimation ⋮ Quantile Regression for Left-Truncated Semicompeting Risks Data ⋮ Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form ⋮ A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS ⋮ An Adapted Loss Function for Censored Quantile Regression ⋮ Quantile Regression for Recurrent Gap Time Data ⋮ Transformed Dynamic Quantile Regression on Censored Data ⋮ Estimation of Censored Quantile Regression for Panel Data With Fixed Effects ⋮ Nonstationary nonlinear quantile regression ⋮ Binary quantile regression and variable selection: A new approach ⋮ Identification and estimation in a linear correlated random coefficients model with censoring ⋮ A specification test for dynamic conditional distribution models with function-valued parameters ⋮ Moment estimation for censored quantile regression ⋮ Bayesian Analysis of the Censored Regression Model with an AEPD Error Term ⋮ Quasi-maximum likelihood estimation for conditional quantiles ⋮ Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution ⋮ Bayesian analysis of a Tobit quantile regression model ⋮ Partially linear modeling of conditional quantiles using penalized splines ⋮ Censored regression quantiles with endogenous regressors ⋮ Instrumental variable estimation based on conditional median restriction ⋮ Endogeneity in quantile regression models: a control function approach ⋮ Conditional empirical likelihood estimation and inference for quantile regression models ⋮ Instrumental quantile regression inference for structural and treatment effect models ⋮ Bagging binary and quantile predictors for time series ⋮ Pairwise difference estimators of censored and truncated regression models ⋮ Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 ⋮ Partially linear censored quantile regression ⋮ Variable selection in censored quantile regression with high dimensional data ⋮ Quantile regression with clustered data ⋮ Quantile regression models for current status data ⋮ Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study ⋮ Robust error density estimation in ultrahigh dimensional sparse linear model ⋮ Regularized linear censored quantile regression ⋮ Laplace regression with clustered censored data ⋮ Estimation and inference with censored and ordered multinomial response data ⋮ Using quantile regression for duration analysis ⋮ Risk measures in a quantile regression credibility framework with Fama/French data applications ⋮ Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random ⋮ Nonparametric quantile regression for twice censored data ⋮ Quantile regression methods with varying-coefficient models for censored data ⋮ An interior point algorithm for nonlinear quantile regression ⋮ Partial identification and inference in censored quantile regression ⋮ Estimation and inference about tail features with tail censored data ⋮ The moving blocks bootstrap and robust inference for linear least squares and quantile regressions ⋮ Single index quantile regression for censored data ⋮ The effect of school quality on student performance: A quantile regression approach ⋮ Further improvements in the calculation of censored quantile regressions ⋮ Quantile regression analysis of case-cohort data ⋮ Fitting censored quantile regression by variable neighborhood search ⋮ The quantile process under random censoring ⋮ Estimating derivatives of function-valued parameters in a class of moment condition models ⋮ LAD variable selection for linear models with randomly censored data ⋮ Empirical likelihood inference for median regression models for censored survival data ⋮ A quantile regression estimator for censored data ⋮ Weighted composite quantile estimation and variable selection method for censored regression model ⋮ Variable selection and coefficient estimation via composite quantile regression with randomly censored data ⋮ Asymptotic normality of Powell's kernel estimator ⋮ Estimation in nonparametric location-scale regression models with censored data ⋮ An informative subset-based estimator for censored quantile regression ⋮ Variance estimation in censored quantile regression via induced smoothing ⋮ Quantile regression with doubly censored data ⋮ Model selection in binary and Tobit quantile regression using the Gibbs sampler ⋮ Nonparametric regression with filtered data ⋮ Bias-corrected quantile regression estimation of censored regression models ⋮ Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models ⋮ Brq: an R package for Bayesian quantile regression ⋮ Censored quantile regression processes under dependence and penalization ⋮ Generalized M-estimators for high-dimensional Tobit I models ⋮ Quantile regression for duration models with time-varying regressors ⋮ Quantile regression based on counting process approach under semi-competing risks data ⋮ Conditional empirical likelihood for quantile regression models ⋮ High dimensional censored quantile regression ⋮ A note on self-weighted quantile estimation for infinite variance quantile autoregression models ⋮ A genetic method of LAD estimation for models with censored data ⋮ A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data ⋮ Support vector censored quantile regression under random censoring ⋮ Quantile calculus and censored regression ⋮ Quantile regression for right-censored and length-biased data ⋮ Inverse censoring weighted median regression ⋮ Quantile regression of right-censored length-biased data using the Buckley-James-type method ⋮ Quantile based dimension reduction in censored regression ⋮ On multivariate quantiles under partial orders ⋮ Weighted quantile regression for censored data with application to export duration data ⋮ Censored multiple regression by the method of average derivatives ⋮ Censored median regression and profile empirical likelihood ⋮ Sequential estimation of censored quantile regression models ⋮ Solvency supervision based on a total balance sheet approach ⋮ Efficient estimation in dynamic conditional quantile models ⋮ Estimating structural changes in regression quantiles ⋮ Quantile regression for dynamic panel data with fixed effects ⋮ Bayesian averaging, prediction and nonnested model selection ⋮ A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models ⋮ Finite mixture modeling of censored regression models ⋮ Censored quantile regression for residual lifetimes ⋮ Empirical likelihood inference for censored median regression with weighted empirical hazard functions ⋮ Improving the computation of censored quantile regressions ⋮ Inference for censored quantile regression models in longitudinal studies ⋮ Logistic quantile regression for bounded outcomes using a family of heavy-tailed distributions ⋮ Self-consistent estimation of censored quantile regression ⋮ Estimation of conditional quantiles from data with additional measurement errors ⋮ Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics ⋮ Quantile regression approach to conditional mode estimation ⋮ Multi-stage nested classification credibility quantile regression model ⋮ Exact computation of censored least absolute deviations estimator ⋮ Editorial: Quantile regression ⋮ Asymptotic inference for the constrained quantile regression process ⋮ On the predictive risk in misspecified quantile regression ⋮ Simple resampling methods for censored regression quantiles ⋮ Assessing dynamic covariate effects with survival data ⋮ Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. ⋮ The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors ⋮ Quantile regression with censoring and endogeneity ⋮ Scalable estimation and inference for censored quantile regression process ⋮ Quantile regression under random censoring.

Cites Work

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1083825&oldid=13106631"