Asymptotic inference for the constrained quantile regression process

DOI10.1016/J.JECONOM.2019.04.010MaRDI QIDQ2330751zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 23 October 2019

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2019.04.010

zbMATH Keywords

asymptotic inferenceinequality constraintsquantile regression

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cited in

(9)

• Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
• Canonical quantile regression
• Penalized and constrained LAD estimation in fixed and high dimension
• Constrained quantile regression and heteroskedasticity
• Smoothed quantile regression processes for binary response models
• Nonstandard quantile-regression inference
• Inference on the Quantile Regression Process
• Weighted expectile regression with covariates missing at random
• Simplex quantile regression without crossing

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