Conditional empirical likelihood for quantile regression models

DOI10.1007/S00184-016-0588-6zbMATH Open1365.62102OpenAlexW2473415824MaRDI QIDQ506571FDOQ506571

Wu Wang, Zhongyi Zhu

Publication date: 1 February 2017

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-016-0588-6

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zbMATH Keywords

Bayesian analysisquantile regressionconditional empirical likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Linear regression; mixed models (62J05)

Cites Work

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Cited In (3)

• Estimating conditional quantiles with the help of the pinball loss
• Quasi-maximum likelihood estimation for conditional quantiles
• Regression estimators based on conditional quantiles

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