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Uniform Bias Study And Bahadur Representation For Local Polynomial Estimators Of The Conditional Quantile Function
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Cited by:
- David M. Kaplan & Matt Goldman, 2015.
"Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics,"
Working Papers
1503, Department of Economics, University of Missouri.
- David M. Kaplan & Matt Goldman, 2016. "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers 1620, Department of Economics, University of Missouri.
- Kaplan, David M., 2015.
"Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 20-32.
- David M. Kaplan, 2013. "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers 1313, Department of Economics, University of Missouri.
- Qu, Zhongjun & Yoon, Jungmo, 2015.
"Nonparametric estimation and inference on conditional quantile processes,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 1-19.
- Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
- Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019.
"Conditional quantile processes based on series or many regressors,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP46/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv'an Fern'andez-Val, 2011. "Conditional Quantile Processes based on Series or Many Regressors," Papers 1105.6154, arXiv.org, revised Aug 2018.
- Joel L. Horowitz & Anand Krishnamurthy, 2017. "A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions," CeMMAP working papers CWP01/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Tomasz Olma, 2021. "Nonparametric Estimation of Truncated Conditional Expectation Functions," Papers 2109.06150, arXiv.org.
- Arie Beresteanu, 2016.
"Quantile Regression with Interval Data,"
Working Paper
5991, Department of Economics, University of Pittsburgh.
- Arie Beresteanu, 2020. "Quantile Regression with Interval Data," Working Paper 6899, Department of Economics, University of Pittsburgh.
- Joel L. Horowitz & Anand Krishnamurthy, 2017. "A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions," CeMMAP working papers 01/17, Institute for Fiscal Studies.
- Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018.
"Testing For A General Class Of Functional Inequalities,"
Econometric Theory, Cambridge University Press, vol. 34(5), pages 1018-1064, October.
- Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing For A General Class Of Functional Inequalities," KIER Working Papers 889, Kyoto University, Institute of Economic Research.
- Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
- David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
- Nathalie Gimenes & Emmanuel Guerre, 2016. "Quantile methods for first-price auction: A signal approach," Working Papers, Department of Economics 2016_23, University of São Paulo (FEA-USP).
- Daniel Hlubinka & Lukáš Kotík & Miroslav Šiman, 2022. "Multivariate quantiles with both overall and directional probability interpretation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1586-1604, December.
- Marcelo Fernandes & Emmanuel Guerre & Eduardo Horta, 2021.
"Smoothing Quantile Regressions,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 338-357, January.
- Fernandes, Marcelo & Guerre, Emmanuel & Horta, Eduardo, 2017. "Smoothing quantile regressions," Textos para discussão 457, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Marcelo Fernandes & Emmanuel Guerre & Eduardo Horta, 2019. "Smoothing quantile regressions," Papers 1905.08535, arXiv.org, revised Aug 2019.
- Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017.
"Confidence Corridors for Multivariate Generalized Quantile Regression,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 70-85, January.
- Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Härdle, 2014. "Confidence Corridors for Multivariate Generalized Quantile Regression," SFB 649 Discussion Papers SFB649DP2014-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Eliana Christou & Annabel Settle & Andreas Artemiou, 2021. "Nonlinear dimension reduction for conditional quantiles," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(4), pages 937-956, December.
- Enache, Andreea & Florens, Jean-Pierre, 2020. "Quantile Analysis of "Hazard-Rate" Game Models," TSE Working Papers 20-1117, Toulouse School of Economics (TSE).
- Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers 09/14, Institute for Fiscal Studies.
- Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2022. "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Discussion Papers ISBA 2022035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Nathalie Gimenes & Emmanuel Guerre, 2019. "Quantile regression methods for first-price auctions," Papers 1909.05542, arXiv.org, revised Sep 2020.
- Chiang, Harold D. & Hsu, Yu-Chin & Sasaki, Yuya, 2019. "Robust uniform inference for quantile treatment effects in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 211(2), pages 589-618.
- Nathalie Gimenes, 2014. "Econometrics of Ascending Auctions by Quantile Regression," Working Papers, Department of Economics 2014_25, University of São Paulo (FEA-USP).
- Pasha Andreyanov & Grigory Franguridi, 2021. "Nonparametric inference on counterfactuals in first-price auctions," Papers 2106.13856, arXiv.org, revised Jun 2022.
- Christou, Eliana & Akritas, Michael G., 2016. "Single index quantile regression for heteroscedastic data," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 169-182.
- Fan, Yanqin & Guerre, Emmanuel & Zhu, Dongming, 2017. "Partial identification of functionals of the joint distribution of “potential outcomes”," Journal of Econometrics, Elsevier, vol. 197(1), pages 42-59.
- Andreea Enache & Jean-Pierre Florens, 2020. "Identification and Estimation in a Third-Price Auction Model," Post-Print hal-02929530, HAL.
- Zhao, Weihua & Lian, Heng, 2017. "Quantile index coefficient model with variable selection," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 40-58.
- Mammen, Enno & Van Keilegom, Ingrid & Yu, Kyusang, 2013. "Expansion for Moments of Regression Quantiles with Applications to Nonparametric Testing," LIDAM Discussion Papers ISBA 2013027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Rothe, Christoph & Wied, Dominik, 2020. "Estimating derivatives of function-valued parameters in a class of moment condition models," Journal of Econometrics, Elsevier, vol. 217(1), pages 1-19.
- Valentina Corradi & Daniel Gutknecht, 2019. "Testing for Quantile Sample Selection," Papers 1907.07412, arXiv.org, revised Jan 2021.
- Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
- Enache, Andreea & Florens, Jean-Pierre, 2019. "Identification and Estimation in a Third-Price Auction Model," TSE Working Papers 19-989, Toulouse School of Economics (TSE).
- Chiang, Harold D. & Sasaki, Yuya, 2019. "Causal inference by quantile regression kink designs," Journal of Econometrics, Elsevier, vol. 210(2), pages 405-433.