Bias-corrected quantile regression estimation of censored regression models

DOI10.1007/s00362-016-0761-zzbMath1416.62210WikidataQ59437465 ScholiaQ59437465MaRDI QIDQ1706470

Peng Zhang

Publication date: 22 March 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://research.tilburguniversity.edu/en/publications/b351916f-03f7-4763-b47c-4f8cbc49f265

zbMATH Keywords

asymptotic normality; censored regression; quantile regression; simulations; indirect inference

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62J05: Linear regression; mixed models

62N01: Censored data models

62F35: Robustness and adaptive procedures (parametric inference)

62N02: Estimation in survival analysis and censored data