An integrated maximum score estimator for a generalized censored quantile regression model

DOI10.1016/j.jeconom.2009.09.020zbMath1431.62597OpenAlexW1976728415MaRDI QIDQ2630166

Songnian Chen

Publication date: 25 July 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.09.020

zbMATH Keywords

dimension reductionquantile regressiontransformation models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Quantile regression methods with varying-coefficient models for censored data ⋮ Best subset binary prediction ⋮ \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models ⋮ IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model ⋮ Quantile regression for duration models with time-varying regressors ⋮ Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models ⋮ SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR TRANSFORMATION MODELS UNDER CONDITIONAL QUANTILE RESTRICTION ⋮ A partially linear single‐index transformation model and its nonparametric estimation

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