Bias-corrected quantile regression estimation of censored regression models

DOI10.1007/s00362-016-0761-zzbMath1416.62210OpenAlexW851131416WikidataQ59437465 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 normalitycensored regressionquantile regressionsimulationsindirect inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Censored data models (62N01) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in survival analysis and censored data (62N02)

Related Items (3)

Bias reduction for standard and extreme estimates ⋮ Bias-corrected quantile regression estimation of censored regression models ⋮ Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators

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