Nonparametric estimation and inference on conditional quantile processes
From MaRDI portal
Publication:2343758
DOI10.1016/j.jeconom.2014.10.008zbMath1331.62204OpenAlexW2001981494MaRDI QIDQ2343758
Publication date: 6 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.10.008
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ Comparing distributions by multiple testing across quantiles or CDF values ⋮ Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach ⋮ A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS ⋮ Regression Discontinuity Designs With a Continuous Treatment ⋮ Single-index Thresholding in Quantile Regression ⋮ Nonparametric inference on smoothed quantile regression process ⋮ Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm ⋮ Flexible specification testing in quantile regression models ⋮ Comparing time varying regression quantiles under shift invariance ⋮ Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model ⋮ Inference of local regression in the presence of nuisance parameters ⋮ Improved local quantile regression ⋮ Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes ⋮ Fractional order statistic approximation for nonparametric conditional quantile inference ⋮ FUNCTIONAL ADDITIVE QUANTILE REGRESSION ⋮ Causal inference by quantile regression kink designs ⋮ Robust uniform inference for quantile treatment effects in regression discontinuity designs ⋮ Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions ⋮ A quantile correlated random coefficients panel data model ⋮ Simultaneous confidence bands for growth incidence curves in weighted sup-norm metrics ⋮ QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS ⋮ Quantile regression with interval data ⋮ A lack-of-fit test for quantile regression process models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Efficient Semiparametric Estimation of Quantile Treatment Effects
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- Regression discontinuity designs: a guide to practice
- Bootstrap confidence bands and partial linear quantile regression
- Specification tests of parametric dynamic conditional quantiles
- Estimating structural changes in regression quantiles
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- On monotonicity of regression quantile functions
- Quantile regression with varying coefficients
- Estimating a smooth monotone regression function
- Empirical probability plots and statistical inference for nonlinear models in the two-sample case
- Quantile regression in varying coefficient models.
- Multivariate locally weighted least squares regression
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Bivariate tensor-product \(B\)-splines in a partly linear model
- Finite sample inference for quantile regression models
- Noncrossing quantile regression curve estimation
- UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
- Quantile and Probability Curves Without Crossing
- CONFIDENCE BANDS IN QUANTILE REGRESSION
- Testing for Stochastic Monotonicity
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- L-Estimation for Linear Models
- Functional estimation under shape constraints
- Local Linear Quantile Regression
- One-Step Huber Estimates in the Linear Model
- Regression Quantiles
- Monotone B-Spline Smoothing
- A resampling method based on pivotal estimating functions
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Making The Most Out Of Programme Evaluations and Social Experiments: Accounting For Heterogeneity in Programme Impacts
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
- SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
- Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
- UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL
- Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings
- Inference on the Quantile Regression Process
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
