Properties of the QME under asymmetrically distributed disturbances

DOI10.1016/S0167-7152(00)00202-9zbMath0983.62037OpenAlexW2011412436MaRDI QIDQ5951986

Thomas Laitila

Publication date: 25 April 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00202-9

zbMATH Keywords

consistencytruncationsemiparametric

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (3)

Finite Sample Properties of the QME ⋮ Estimators of regression parameters for truncated and censored data ⋮ Sensitivity analysis for unobserved confounding in causal mediation analysis allowing for effect modification, censoring and truncation

Cites Work

• U-processes: Rates of convergence
• Mode regression
• Quadratic mode regression
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Simulation and the Asymptotics of Optimization Estimators
• Nonlinear Regression on Cross-Section Data
• Semiparametric econometric estimators for a truncated regression model: a review with an extension

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