Two-stage rank estimation of quantile index models
From MaRDI portal
Recommendations
- Two step composite quantile regression for single-index models
- Rank estimation of partially linear index models
- Rank estimates in a class of semiparametric two-sample models
- Rank estimators for monotonic index models
- Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models
- General rank-based estimation for regression single index models
- Two stage estimation of parameters and quantiles of two parameter binary models
Cites work
- A Semiparametric Maximum Likelihood Estimator
- A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation
- An Improved Algorithm for Discrete l₁ Linear Approximation
- Censored regression quantiles
- Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
- Conditional empirical processes
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- Global nonparametric estimation of conditional quantile functions and their derivatives
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- Kernel and nearest-neighbor estimation of a conditional quantile
- Maximal inequalities for degenerate U-processes with applications to optimization estimators
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- On average derivative quantile regression
- On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
- Rank estimators for monotonic index models
- Regression Quantiles
- Robust estimation based on grouped-adjusted data in censored regression models
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
- Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
- Semiparametric Estimation of Index Coefficients
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Simulation and the Asymptotics of Optimization Estimators
- The Limiting Distribution of the Maximum Rank Correlation Estimator
- The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
Cited in
(20)- Rank estimators for monotonic index models
- Partial identification and inference in censored quantile regression
- \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models
- Excess heterogeneity, endogeneity and index restrictions
- An integrated maximum score estimator for a generalized censored quantile regression model
- Instrumental values
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
- Length-bias Correction in Transformation Models with Supplementary Data
- A PERMUTATION-BASED ESTIMATOR FOR MONOTONE INDEX MODELS
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Semiparametric estimation of a heteroskedastic sample selection model
- AN EQUIVALENCE RESULT FOR VC CLASSES OF SETS
- Nonparametric weighted average quantile derivative
- Semiparametric estimation of single‐index hazard functions without proportional hazards
- Two-step estimation of semiparametric censored regression models
- Linearized maximum rank correlation estimation when covariates are functional
- M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold
- Efficient estimation in dynamic conditional quantile models
- Characterization of the asymptotic distribution of semiparametric M-estimators
This page was built for publication: Two-stage rank estimation of quantile index models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5928975)
