Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression

DOI10.1515/jem-2014-0018zbMath1345.62169OpenAlexW2056169575MaRDI QIDQ312364

Gabriel V. Montes-Rojas, Anil K. Bera, Sung Y. Park, Antonio F. jun. Galvao

Publication date: 15 September 2016

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jem-2014-0018

zbMATH Keywords

quantile regressionasymmetric Laplace distributiontreatment effects

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Point estimation (62F10) Linear inference, regression (62J99)

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