Implementing Box–Cox Quantile Regression

DOI10.1080/07474930903382166zbMath1270.62083OpenAlexW2052151916MaRDI QIDQ3557576

Ralf A. Wilke, Xuan Zhang, Bernd Fitzenberger

Publication date: 23 April 2010

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930903382166

zbMATH Keywords

iterative estimatorBox-Cox quantile regression

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Related Items (9)

Transform both sides model: a parametric approach ⋮ Estimating the error distribution in semiparametric transformation models ⋮ Maximum profile binomial likelihood estimation for the semiparametric Box-Cox power transformation model ⋮ Aranda-Ordaz quantile regression for student performance assessment ⋮ Estimation of the error density in a semiparametric transformation model ⋮ Estimation of a semiparametric transformation model: a novel approach based on least squares minimization ⋮ Multiple imputation for bounded variables ⋮ Improved transformation‐based quantile regression ⋮ Box–Cox power transformation unconditional quantile regressions with an application on wage inequality

Uses Software

• Matlab

Cites Work

• Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
• An interior point algorithm for nonlinear quantile regression
• Regression Quantiles
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
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