An Alternative Estimator for the Censored Quantile Regression Model
From MaRDI portal
Publication:4530917
DOI10.2307/2998578zbMath1055.62569OpenAlexW2076781095MaRDI QIDQ4530917
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2998578
Related Items
Quantile residual life regression based on semi-competing risks data ⋮ Likelihood-based inference for censored linear regression models with scale mixtures of skew-normal distributions ⋮ Bayesian analysis of a Tobit quantile regression model ⋮ A Bayesian Approach to Envelope Quantile Regression ⋮ Censored regression quantiles with endogenous regressors ⋮ Inference on endogenously censored regression models using conditional moment inequalities ⋮ Partially linear censored quantile regression ⋮ Quantile regression models for current status data ⋮ Gibbs sampling methods for Bayesian quantile regression ⋮ Using quantile regression for duration analysis ⋮ Partial identification and inference in censored quantile regression ⋮ Bayesian tobit quantile regression with penalty ⋮ Further improvements in the calculation of censored quantile regressions ⋮ Fitting censored quantile regression by variable neighborhood search ⋮ Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood ⋮ Selection and the distribution of female real hourly wages in the United States ⋮ A parametric quantile regression approach for modelling zero‐or‐one inflated double bounded data ⋮ An MCMC approach to classical estimation. ⋮ Income risk inequality: Evidence from Spanish administrative records ⋮ Randomly censored partially linear single-index models ⋮ Estimation of complier expected shortfall treatment effects with a binary instrumental variable ⋮ Variable selection and coefficient estimation via composite quantile regression with randomly censored data ⋮ Estimation in nonparametric location-scale regression models with censored data ⋮ An informative subset-based estimator for censored quantile regression ⋮ Quantile regression with doubly censored data ⋮ Model selection in binary and Tobit quantile regression using the Gibbs sampler ⋮ Nonparametric regression with filtered data ⋮ Bias-corrected quantile regression estimation of censored regression models ⋮ Quantile regression with censoring and sample selection ⋮ Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models ⋮ UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH ⋮ Bayesian composite Tobit quantile regression ⋮ Location estimation in nonparametric regression with censored data ⋮ Quantile regression based on counting process approach under semi-competing risks data ⋮ Cure Rate Quantile Regression for Censored Data With a Survival Fraction ⋮ A genetic method of LAD estimation for models with censored data ⋮ A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data ⋮ On multivariate quantiles under partial orders ⋮ Two-step estimation of semiparametric censored regression models ⋮ Approximation to the distribution of LAD estimators for censored regression by random weighting method ⋮ Censored multiple regression by the method of average derivatives ⋮ A Quantile Regression Model for Time-Series Data in the Presence of Additive Components ⋮ Sequential estimation of censored quantile regression models ⋮ Set identification of the censored quantile regression model for short panels with fixed effects ⋮ Optimal smoothing in nonparametric conditional quantile derivative function estimation ⋮ Efficient estimation in dynamic conditional quantile models ⋮ SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS ⋮ SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS ⋮ Bayesian Tobit quantile regression with single-index models ⋮ Quantile regression based on a weighted approach under semi-competing risks data ⋮ Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter ⋮ Improving the computation of censored quantile regressions ⋮ A New Approach to Censored Quantile Regression Estimation ⋮ Self-consistent estimation of censored quantile regression ⋮ Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form ⋮ Exact computation of censored least absolute deviations estimator ⋮ Simple resampling methods for censored regression quantiles ⋮ Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. ⋮ INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION ⋮ Estimation of Censored Quantile Regression for Panel Data With Fixed Effects ⋮ Multiple censored data in dentistry: A new statistical model for analyzing lesion size in randomized controlled trials ⋮ Identification and estimation in a linear correlated random coefficients model with censoring ⋮ Quantile regression with censoring and endogeneity ⋮ Quantile regression under random censoring.