Properties of the QME under asymmetrically distributed disturbances
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Publication:5951986
DOI10.1016/S0167-7152(00)00202-9zbMATH Open0983.62037OpenAlexW2011412436MaRDI QIDQ5951986FDOQ5951986
Authors: Thomas Laitila 
Publication date: 25 April 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00202-9
Recommendations
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- The least trimmed squares. III: Asymptotic normality.
- Mode regression
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Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)
Cites Work
- Simulation and the Asymptotics of Optimization Estimators
- Nonlinear Regression on Cross-Section Data
- U-processes: Rates of convergence
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- Mode regression
- Quadratic mode regression
- Semiparametric econometric estimators for a truncated regression model: a review with an extension
Cited In (5)
- Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation
- Quadratic mode regression
- Finite Sample Properties of the QME
- Sensitivity analysis for unobserved confounding in causal mediation analysis allowing for effect modification, censoring and truncation
- Estimators of regression parameters for truncated and censored data
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