A direct approach to inference in nonparametric and semiparametric quantile models

DOI10.1016/j.jeconom.2015.01.009zbMath1390.62038OpenAlexW2187676596MaRDI QIDQ898594

Ruixuan Liu, Yanqin Fan

Publication date: 18 December 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.01.009

zbMATH Keywords

generic confidence bandgeneric confidence intervalpartially linear quantile regressionrearranged quantile curvesingle-index quantile regression

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)

Related Items (8)

NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE ⋮ Nonparametric asymptotic confidence intervals for extreme quantiles ⋮ Inference of local regression in the presence of nuisance parameters ⋮ Fractional order statistic approximation for nonparametric conditional quantile inference ⋮ Robust uniform inference for quantile treatment effects in regression discontinuity designs ⋮ Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates ⋮ Quantile-Regression Inference With Adaptive Control of Size ⋮ Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Conditional empirical likelihood estimation and inference for quantile regression models
• Bootstrap confidence bands and partial linear quantile regression
• U-processes: Rates of convergence
• Nearly root-\(n\) approximation for regression quantile processes
• Characterization of the asymptotic distribution of semiparametric M-estimators
• Confidence intervals for the quantile of treatment effects in randomized experiments
• The oscillation behavior of empirical processes: The multivariate case
• Asymptotic normality of nearest neighbor regression function estimates
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Kernel and nearest-neighbor estimation of a conditional quantile
• Simultaneous nonparametric inference of time series
• Conditional empirical processes
• Asymptotic maximal deviation of M-smoothers
• The oscillation behavior of empirical processes
• Regression rank scores and regression quantiles
• Weak convergence and empirical processes. With applications to statistics
• Direct use of regression quantiles to construct confidence sets in linear models
• On some global measures of the deviations of density function estimates
• Estimation and inference for distribution functions and quantile functions in treatment effect models
• Nonparametric checks for single-index models
• Uniform in bandwidth consistency of kernel-type function estimators
• Finite sample inference for quantile regression models
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• Incorporating covariates in the measurement of welfare and inequality: methods and applications
• A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
• UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
• Quantile and Probability Curves Without Crossing
• CONFIDENCE BANDS IN QUANTILE REGRESSION
• Non-Crossing Non-Parametric Estimates of Quantile Curves
• Local Linear Quantile Regression
• Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
• Regression Quantiles
• Asymptotic Statistics
• Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
• Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
• EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
• Markov Chain Marginal Bootstrap
• Bootstrap Methods for Median Regression Models
• Methods for Estimating a Conditional Distribution Function
• NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES
• NONSTANDARD QUANTILE-REGRESSION INFERENCE
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
• Identification in Nonseparable Models
• On Confidence Ranges for the Median and Other Expectation Distributions for Populations of Unknown Distribution Form
• Symmetrized Multivariatek-NN Estimators

This page was built for publication: A direct approach to inference in nonparametric and semiparametric quantile models