Quadratic mode regression

DOI10.1016/0304-4076(93)90056-BzbMath0776.62055OpenAlexW1965970970MaRDI QIDQ1801409

Myoung-jae Lee

Publication date: 24 November 1993

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

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90056-b

zbMATH Keywords

smoothingsimulationlinear modelconsistent estimatordensity estimationestimation of the covariance matricesquadratic kernelrectangular kernelsymmetrically trimmed least squaresupper bound of the covariance matrix

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (32)

Finite Sample Properties of the QME ⋮ Variable selection for mode regression ⋮ WEIGHTED AND TWO-STAGE LEAST SQUARES ESTIMATION OF SEMIPARAMETRIC TRUNCATED REGRESSION MODELS ⋮ SIMEX estimation in parametric modal regression with measurement error ⋮ A Statistical Learning Approach to Modal Regression ⋮ Event count estimation ⋮ Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons ⋮ A robust and efficient estimation method for single index models ⋮ Modal non‐linear regression in the presence of Laplace measurement error ⋮ Bootstrap Inference for Quantile-based Modal Regression ⋮ Semiparametric partially linear varying coefficient modal regression ⋮ Nonlinear kernel mode‐based regression for dependent data ⋮ Non linear parametric mode regression ⋮ Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes ⋮ Robust linear regression: A review and comparison ⋮ Estimation of a transformation model with truncation, interval observation and time‐varying covariates ⋮ A semiparametric regression estimator under left truncation and right censoring ⋮ Bayesian mode regression using mixtures of triangular densities ⋮ On Semiparametric Mode Regression Estimation ⋮ Semiparametric robust estimation of truncated and censored regression models ⋮ Regression towards the mode ⋮ A semi-parametric mode regression with censored data ⋮ Estimators of regression parameters for truncated and censored data ⋮ Properties of the QME under asymmetrically distributed disturbances ⋮ Regularized modal regression with data-dependent hypothesis spaces ⋮ Semiparametric estimation of a truncated regression model ⋮ Information geometry of modal linear regression ⋮ Quantile regression approach to conditional mode estimation ⋮ Sensitivity analysis for unobserved confounding in causal mediation analysis allowing for effect modification, censoring and truncation ⋮ Trimmed and winsorized semiparametric estimator for left-truncated and right-censored regression models ⋮ Nonparametric statistical learning based on modal regression ⋮ Quantile regression under random censoring.

Cites Work

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• Mode regression
• Least absolute deviations estimation for the censored regression model
• On weak convergence and optimality of kernel density estimates of the mode
• Median regression for ordered discrete response
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Simulation and the Asymptotics of Optimization Estimators
• Trimmed Least Squares Estimation in the Linear Model
• Robust Estimation of a Location Parameter
• The 1972 Wald Lecture Robust Statistics: A Review
• Convergence of stochastic processes

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