The second-order bias of quantile estimators

DOI10.1016/j.econlet.2018.09.022zbMath1406.62041OpenAlexW2896728878MaRDI QIDQ1627013

Y. Aharonov

Publication date: 22 November 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.09.022

zbMATH Keywords

quantile regressiondelta functionsecond-order bias

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) General nonlinear regression (62J02)

Related Items (1)

Quantile Methods for Stochastic Frontier Analysis

Cites Work

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• Regression Quantiles
• Asymptotic Statistics
• Bootstrap Methods for Median Regression Models
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles
• Finite Sample Econometrics

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