Bias-corrected quantile regression estimation of censored regression models
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Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35)
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Cites work
- scientific article; zbMATH DE number 1211747 (Why is no real title available?)
- scientific article; zbMATH DE number 1124624 (Why is no real title available?)
- scientific article; zbMATH DE number 1943903 (Why is no real title available?)
- scientific article; zbMATH DE number 2135362 (Why is no real title available?)
- A Monte Carlo comparison of estimators for censored regression models
- A distribution-free least squares estimator for censored linear regression models
- An Adaptive Estimation of Dimension Reduction Space
- An Alternative Estimator for the Censored Quantile Regression Model
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- An informative subset-based estimator for censored quantile regression
- Asymptotic Statistics
- Bias-corrected quantile regression estimation of censored regression models
- Censored Regression Quantiles
- Censored regression quantiles
- Encompassing and indirect inference
- Improving the computation of censored quantile regressions
- Indirect inference for dynamic panel models
- Least absolute deviations estimation for the censored regression model
- Least trimmed squares in nonlinear regression under dependence
- Maximum Likelihood Estimation of Misspecified Models
- Nonparametric estimation of regression functions with both categorical and continuous data
- Pairwise difference estimators of censored and truncated regression models
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- Quantile regression under random censoring.
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- Three-Step Censored Quantile Regression and Extramarital Affairs
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Two-step estimation of semiparametric censored regression models
- Weak convergence and empirical processes. With applications to statistics
- When does Heckman's two-step procedure for censored data work and when does it not?
Cited in
(11)- Quantile regression under random censoring.
- Bias correction on censored least squares regression models
- Three-Step Censored Quantile Regression and Extramarital Affairs
- Quantile regression for interval censored data
- Two-step estimation of semiparametric censored regression models
- Bias reduction for standard and extreme estimates
- Smoothed and Corrected Score Approach to Censored Quantile Regression With Measurement Errors
- Bias corrected estimation for generalized probit regression with covariate measurement error and censored responses
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
- Semiparametric quantile regression with random censoring
- Bias-corrected quantile regression estimation of censored regression models
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