The second-order bias of quantile estimators

DOI10.1016/j.econlet.2018.09.022zbMath1406.62041MaRDI QIDQ1627013

Y. Aharonov

Publication date: 22 November 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.09.022

zbMATH Keywords

quantile regression; delta function; second-order bias

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62J05: Linear regression; mixed models

62J02: General nonlinear regression