Conditional quantile processes based on series or many regressors
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Publication:2330744
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
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
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