NONSTANDARD QUANTILE-REGRESSION INFERENCE

DOI10.1017/S0266466609090719zbMath1284.62215OpenAlexW3122963530MaRDI QIDQ5411522

No author found.

Publication date: 23 April 2014

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

Full work available at URL: https://doi.org/10.1017/s0266466609090719

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (4)

Asymptotics of the regression quantile basic solution under misspecification. ⋮ A direct approach to inference in nonparametric and semiparametric quantile models ⋮ On Testing the Equality of Mean and Quantile Effects ⋮ Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion

Cites Work

• Regression rank scores and regression quantiles
• An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
• Local Limit Theorems for Lattice Random Variables
• Local Limit Theorems for Distributions of Sums of Independent Random Vectors
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• Asymptotic Theory of Least Absolute Error Regression
• Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
• Bootstrap Methods for Median Regression Models
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Inference on the Quantile Regression Process

This page was built for publication: NONSTANDARD QUANTILE-REGRESSION INFERENCE