Asymptotic inference for the constrained quantile regression process

DOI10.1016/J.JECONOM.2019.04.010zbMATH Open1456.62076OpenAlexW2939107602WikidataQ128037306 ScholiaQ128037306MaRDI QIDQ2330751FDOQ2330751

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

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zbMATH Keywords

quantile regressioninequality constraintsasymptotic inference

Mathematics Subject Classification ID

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

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Cited In (8)

• Constrained quantile regression and heteroskedasticity
• Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
• Smoothed quantile regression processes for binary response models
• Weighted expectile regression with covariates missing at random
• Penalized and constrained LAD estimation in fixed and high dimension
• Nonstandard quantile-regression inference
• Inference on the Quantile Regression Process
• Canonical quantile regression

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