Conditional quantile processes based on series or many regressors

DOI10.1016/j.jeconom.2019.04.003zbMath1456.62067arXiv1105.6154OpenAlexW3125699207WikidataQ127889600 ScholiaQ127889600MaRDI QIDQ2330744

Victor Chernozhukov, Denis Chetverikov, Iván Fernández-Val, Alexandre Belloni

Publication date: 23 October 2019

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

Full work available at URL: https://arxiv.org/abs/1105.6154

zbMATH Keywords

bootstrapquantile regressionstrong approximationcouplingseriesquantile processuniform inference

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (21)

NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ Functional Response Quantile Regression Model ⋮ On the use of \(L\)-functionals in regression models ⋮ Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression ⋮ Bootstrap Inference for Quantile-based Modal Regression ⋮ Nonparametric inference on smoothed quantile regression process ⋮ Smoothed quantile regression with large-scale inference ⋮ Unnamed Item ⋮ Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing ⋮ Flexible specification testing in quantile regression models ⋮ Local regression distribution estimators ⋮ Distribution-free conditional median inference ⋮ Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Quantile regression under memory constraint ⋮ Large Sample Properties of Partitioning-Based Series Estimators ⋮ Weighted quantile regression in varying-coefficient model with longitudinal data ⋮ Quantile regression methods for first-price auctions ⋮ INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS ⋮ A lack-of-fit test for quantile regression process models

Uses Software

• R
• quantreg

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