Properties of the QME under asymmetrically distributed disturbances

DOI10.1016/S0167-7152(00)00202-9MaRDI QIDQ5951986zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

consistencysemiparametrictruncation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

Recommendations

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Cites work

• Mode regression
• Nonlinear Regression on Cross-Section Data
• Quadratic mode regression
• Semiparametric econometric estimators for a truncated regression model: a review with an extension
• Simulation and the Asymptotics of Optimization Estimators
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• U-processes: Rates of convergence

Cited in

(5)

• Estimators of regression parameters for truncated and censored data
• Sensitivity analysis for unobserved confounding in causal mediation analysis allowing for effect modification, censoring and truncation
• Quadratic mode regression
• Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation
• Finite Sample Properties of the QME

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