Efficient minimum distance estimator for quantile regression fixed effects panel data
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Publication:476212
DOI10.1016/j.jmva.2014.08.007zbMath1302.62057OpenAlexW2090996000MaRDI QIDQ476212
Liang Wang, Antonio F. jun. Galvao
Publication date: 28 November 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.08.007
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric robustness (62G35)
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