Conditional empirical likelihood for quantile regression models

DOI10.1007/S00184-016-0588-6MaRDI QIDQ506571zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
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• Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
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• Regression Quantiles
• Semiparametric Regression Functionals
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• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
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Cited in

(7)

• Conditional empirical likelihood estimation and inference for quantile regression models
• Regression estimators based on conditional quantiles
• Quasi-maximum likelihood estimation for conditional quantiles
• Quantile regression for spatially correlated data: an empirical likelihood approach
• Bayesian joint-quantile regression
• Estimating conditional quantiles with the help of the pinball loss
• Bayesian empirical likelihood for quantile regression

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