Inconsistency transmission and variance reduction in two-stage quantile regression

DOI10.1080/03610918.2018.1493505MaRDI QIDQ5088023zbMATH OpenOpenAlexFDO

Authors Tae-Hwan Kim, Christophe Muller

Publication date 4 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://hal-amu.archives-ouvertes.fr/hal-02084505/file/Kim%2C%20Muller_Inconsistency%20Transmission%20and%20Variance%20Reduction%20in%20Two-Stage%20Quantile%20Regression_2020.pdf

zbMATH Keywords

asymptotic biasquantile regressiontwo-stage estimationvariance reduction

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• On the properties of quantile regression for dynamic panel data model using two-stage approach

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