Quantile regression with censoring and sample selection

DOI10.1016/J.JECONOM.2021.11.018MaRDI QIDQ2697982zbMATH OpenOpenAlexFDO

Authors Songnian Chen, Qian Wang

Publication date 14 April 2023

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2021.11.018

zbMATH Keywords

censoringquantile regressionselection

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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• The law of the iterated logarithm for U-processes
• Three-Step Censored Quantile Regression and Extramarital Affairs
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Cited in

(5)

• Quantile regression methods with varying-coefficient models for censored data
• Distribution regression with censored selection
• Fast algorithms for quantile regression with selection
• Integrative analysis of high-dimensional quantile regression with contrasted penalization
• Censored partial linear quantile regression with endogeneity

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